0.07Open0.09Pre Close44 Volume860 Open Interest46.00Strike Price267.00Turnover293.04%IV60.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0259Delta0.0092Gamma477.55Leverage Ratio-0.0548Theta0.0000Rho12.39Eff Leverage0.0014Vega