0.05Open0.05Pre Close40 Volume145 Open Interest27.00Strike Price266.00Turnover44.91%IV6.14%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1196Delta0.1644Gamma364.36Leverage Ratio-0.0287Theta0.0003Rho43.59Eff Leverage0.0054Vega