0.51Open0.51Pre Close5 Volume0 Open Interest18.50Strike Price266.00Turnover89.97%IV1.26%PremiumJan 10, 2025Expiry Date0.51Intrinsic Value100Multiplier1DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.7339Delta0.3807Gamma29.02Leverage Ratio-0.1566Theta0.0003Rho21.30Eff Leverage0.0031Vega