0.53Open0.33Pre Close12.65K Volume5.11K Open Interest16.00Strike Price266.04KTurnover69.89%IV1.07%PremiumDec 13, 2024Expiry Date0.10Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.5597Delta0.6788Gamma55.79Leverage Ratio-0.1167Theta-0.0002Rho-31.22Eff Leverage0.0033Vega