0.10Open0.10Pre Close22 Volume140 Open Interest200.00Strike Price267.00Turnover41.59%IV1.77%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0666Delta0.0541Gamma2907.57Leverage Ratio-0.5121Theta-0.0001Rho-193.64Eff Leverage0.0074Vega