0.06Open0.30Pre Close53 Volume97 Open Interest1425.00Strike Price266.00Turnover64.10%IV18.38%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0014Delta0.0000Gamma34917.20Leverage Ratio-0.0407Theta-0.0002Rho-49.79Eff Leverage0.0088Vega