3.26Open3.30Pre Close921 Volume1.72K Open Interest148.00Strike Price266.07KTurnover37.92%IV0.37%PremiumDec 6, 2024Expiry Date3.06Intrinsic Value100Multiplier1DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.8423Delta0.0768Gamma43.92Leverage Ratio-0.2400Theta-0.0036Rho-37.00Eff Leverage0.0201Vega