0.38Open0.35Pre Close7 Volume60 Open Interest92.00Strike Price266.00Turnover40.14%IV3.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.2120Delta0.0835Gamma222.86Leverage Ratio-0.1680Theta-0.0016Rho-47.25Eff Leverage0.0250Vega