4.60Open4.34Pre Close546 Volume203 Open Interest88.00Strike Price267.10KTurnover64.52%IV1.23%PremiumNov 22, 2024Expiry Date3.92Intrinsic Value100Multiplier4DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7417Delta0.0582Gamma17.79Leverage Ratio-0.2344Theta-0.0063Rho-13.20Eff Leverage0.0279Vega