0.02Open0.08Pre Close118 Volume727 Open Interest40.50Strike Price267.00Turnover40.37%IV6.94%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0299Delta0.0517Gamma2527.33Leverage Ratio-0.0121Theta0.0001Rho75.54Eff Leverage0.0022Vega