2.66Open4.08Pre Close1 Volume24 Open Interest38.00Strike Price266.00Turnover46.03%IV0.35%PremiumJul 19, 2024Expiry Date2.54Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.8971Delta0.1040Gamma13.38Leverage Ratio-0.0309Theta-0.0030Rho-12.01Eff Leverage0.0070Vega