0.88Open0.90Pre Close2.38K Volume3.38K Open Interest54.50Strike Price267.80KTurnover66.19%IV0.50%PremiumDec 6, 2024Expiry Date1.92Intrinsic Value100Multiplier2DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7788Delta0.1125Gamma24.80Leverage Ratio-0.2312Theta0.0021Rho19.31Eff Leverage0.0118Vega