0.38Open0.35Pre Close7 Volume60 Open Interest92.00Strike Price266.00Turnover41.08%IV3.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.2080Delta0.0807Gamma222.91Leverage Ratio-0.1700Theta-0.0016Rho-46.37Eff Leverage0.0248Vega