0.05Open3.86Pre Close74 Volume571 Open Interest105.00Strike Price266.00Turnover1027.08%IV17.43%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0035Delta0.0011Gamma12716.00Leverage Ratio-2.2879Theta0.0000Rho-44.48Eff Leverage0.0001Vega