0.23Open0.65Pre Close44 Volume66 Open Interest7.50Strike Price266.00Turnover108.41%IV0.27%PremiumJul 19, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.6442Delta4.5142Gamma150.60Leverage Ratio-0.4225Theta0.0000Rho97.02Eff Leverage0.0003Vega