4.60Open4.34Pre Close546 Volume203 Open Interest88.00Strike Price267.10KTurnover68.05%IV1.23%PremiumNov 22, 2024Expiry Date3.92Intrinsic Value100Multiplier3DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7422Delta0.0582Gamma17.79Leverage Ratio-0.2627Theta-0.0057Rho-13.21Eff Leverage0.0264Vega