0.05Open0.06Pre Close50 Volume1.06K Open Interest39.50Strike Price266.00Turnover45.79%IV7.91%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0563Delta0.0667Gamma916.00Leverage Ratio-0.0227Theta0.0002Rho51.54Eff Leverage0.0042Vega