0.04Open0.09Pre Close88 Volume159 Open Interest4.50Strike Price267.00Turnover597.48%IV80.48%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.2884Delta0.2068Gamma11.41Leverage Ratio-0.0647Theta0.0001Rho3.29Eff Leverage0.0009Vega