0.35Open0.25Pre Close7 Volume328 Open Interest6.00Strike Price268.00Turnover56.98%IV4.92%PremiumJul 19, 2024Expiry Date0.10Intrinsic Value100Multiplier16DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5859Delta0.5316Gamma17.43Leverage Ratio-0.0094Theta0.0014Rho10.21Eff Leverage0.0050Vega