2.66Open5.55Pre Close1 Volume24 Open Interest66.00Strike Price266.00Turnover75.06%IV5.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.66Extrinsic Value100Contract SizeAmericanOptions Type0.4859Delta0.0609Gamma27.83Leverage Ratio-0.2128Theta0.0052Rho13.52Eff Leverage0.0348Vega