4.74Open4.88Pre Close679 Volume2.20K Open Interest44.00Strike Price267.59KTurnover152.16%IV2.20%PremiumDec 6, 2024Expiry Date2.19Intrinsic Value100Multiplier2DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type-0.6603Delta0.0806Gamma13.27Leverage Ratio-0.5017Theta-0.0015Rho-8.76Eff Leverage0.0109Vega