0.12Open0.44Pre Close64 Volume212 Open Interest177.50Strike Price266.00Turnover40.82%IV3.15%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0111Delta0.0111Gamma9162.45Leverage Ratio-0.0763Theta0.0000Rho-101.59Eff Leverage0.0019Vega