0.41Open0.04Pre Close11 Volume426 Open Interest115.00Strike Price266.00Turnover170.41%IV9.01%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0112Delta0.0057Gamma4211.47Leverage Ratio-0.3244Theta0.0000Rho-47.15Eff Leverage0.0009Vega