5.15Open2.86Pre Close483 Volume11.04K Open Interest190.00Strike Price266.91KTurnover34.86%IV0.22%PremiumJan 17, 2025Expiry Date6.16Intrinsic Value100Multiplier2DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.8559Delta0.0428Gamma30.18Leverage Ratio-0.2803Theta0.0098Rho25.83Eff Leverage0.0345Vega