2.66Open8.11Pre Close1 Volume1 Open Interest57.50Strike Price266.00Turnover24.89%IV0.01%PremiumDec 20, 2024Expiry Date2.66Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9516Delta0.0637Gamma21.68Leverage Ratio-0.0238Theta0.0061Rho20.63Eff Leverage0.0064Vega