2.68Open2.50Pre Close1 Volume9 Open Interest177.50Strike Price268.00Turnover895.93%IV0.74%PremiumNov 29, 2024Expiry Date1.37Intrinsic Value100Multiplier0DDays to Expiry1.31Extrinsic Value100Contract SizeAmericanOptions Type-0.7511Delta0.1991Gamma65.72Leverage Ratio-690.5727Theta0.0000Rho-49.36Eff Leverage0.0006Vega