0.38Open0.35Pre Close7 Volume60 Open Interest92.00Strike Price266.00Turnover42.12%IV4.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.1512Delta0.0624Gamma348.76Leverage Ratio-0.1357Theta-0.0012Rho-52.73Eff Leverage0.0209Vega