0.05Open0.05Pre Close55 Volume431 Open Interest11.50Strike Price266.00Turnover116.74%IV13.05%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0972Delta0.1897Gamma255.21Leverage Ratio-0.0313Theta0.0001Rho24.81Eff Leverage0.0013Vega