2.68Open1.15Pre Close1 Volume146 Open Interest187.50Strike Price268.00Turnover17.08%IV0.28%PremiumOct 18, 2024Expiry Date2.16Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.7967Delta0.0989Gamma68.65Leverage Ratio-0.1180Theta-0.0102Rho-54.69Eff Leverage0.0486Vega