0.41Open0.04Pre Close11 Volume426 Open Interest115.00Strike Price266.00Turnover179.58%IV8.95%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0105Delta0.0050Gamma4208.50Leverage Ratio-0.3198Theta0.0000Rho-44.08Eff Leverage0.0009Vega