The American, who is still waiting for her first Ladies Professional Golf Association (LPGA) tournament win, was one of only three players to shoot an under-par round, finishing on minus four.

Olson made five birdies and there was only one blemish on her card, with the 67 she shot a cut above what the rest of the field could produce on a blustery day on Scotland's eastern coast.

The 28-year-old has twice recorded top-10 finishes at majors, with second place at the 2018 Evian Championship the best result of her professional career.

Olson did benefit from more favourable conditions later in the day and recovered splendidly from a bogey on the third hole.

This tournament - being played with no spectators present - is the first women's major of the year, but several leading players have opted not to take part because of the coronavirus pandemic.

Germany’s Sophia Popov and Marina Alex of the United States were the other two players to dip below level par, both shooting 70.

The duo have recorded just one top-10 finish at a major between them, so few can have predicted this top three.

Links conditions proved tough for many of the sport's leading players, with Danielle Kang - the US' world number two who has already won two LPGA Tour events this month - needing an eagle-birdie-birdie finish to escape with a five-over 76.

Japanese defending champion Hinako Shibuno also shot a 76.

Scotland's Catriona Matthew, the champion in 2009, is among a group of 10 players tied for fourth place on even par.

So too is Mexico's Gaby Lopez, one of five winners on the 2020 LPGA Tour playing this week.

New Zealand's Lydia Ko, a two-time major champion, sits at one over.

England's Georgia Hall - champion in 2018 - and Thailand's Ariya Jutanugarn, who was victorious in 2016, are a further shot back.

The 72-hole tournament is set to reach its climax on Sunday (August 23).