2.66Open2.52Pre Close1 Volume2 Open Interest8.50Strike Price266.00Turnover226.87%IV0.81%PremiumNov 15, 2024Expiry Date2.57Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9908Delta0.0194Gamma4.30Leverage Ratio-0.0160Theta0.0002Rho4.26Eff Leverage0.0001Vega