0.38Open0.45Pre Close9 Volume38 Open Interest46.00Strike Price267.00Turnover46.64%IV1.78%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3510Delta0.1518Gamma67.85Leverage Ratio-0.1022Theta-0.0020Rho-23.82Eff Leverage0.0194Vega