0.02Open0.03Pre Close99 Volume75 Open Interest48.50Strike Price268.00Turnover69.23%IV11.06%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0626Delta0.0287Gamma454.25Leverage Ratio-0.0514Theta-0.0004Rho-28.43Eff Leverage0.0076Vega