1.51Open1.40Pre Close2 Volume858 Open Interest24.00Strike Price267.00Turnover30.30%IV0.04%PremiumDec 27, 2024Expiry Date1.15Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9643Delta0.1548Gamma19.61Leverage Ratio-0.0045Theta-0.0010Rho-18.91Eff Leverage0.0016Vega