3.26Open3.30Pre Close926 Volume1.72K Open Interest148.00Strike Price267.87KTurnover34.73%IV0.15%PremiumDec 6, 2024Expiry Date3.39Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8319Delta0.0872Gamma39.89Leverage Ratio-0.2382Theta-0.0035Rho-33.18Eff Leverage0.0210Vega