0.38Open0.45Pre Close9 Volume38 Open Interest46.00Strike Price267.00Turnover40.66%IV3.96%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2192Delta0.1406Gamma176.04Leverage Ratio-0.0724Theta-0.0012Rho-38.59Eff Leverage0.0153Vega