0.20Open0.15Pre Close16 Volume406 Open Interest130.00Strike Price267.00Turnover38.36%IV14.47%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.0325Delta0.0055Gamma867.43Leverage Ratio-0.0241Theta-0.0023Rho-28.21Eff Leverage0.0252Vega