1.33Open1.45Pre Close2 Volume40 Open Interest20.00Strike Price266.00Turnover97.60%IV1.04%PremiumDec 20, 2024Expiry Date1.11Intrinsic Value100Multiplier6DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6893Delta0.1314Gamma12.42Leverage Ratio-0.0807Theta0.0022Rho8.56Eff Leverage0.0097Vega