6.65Open11.00Pre Close395 Volume1.35K Open Interest175.00Strike Price267.41KTurnover111.08%IV3.92%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry6.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4763Delta0.0244Gamma27.73Leverage Ratio-1.4082Theta-0.0060Rho-13.21Eff Leverage0.0585Vega