0.45Open0.90Pre Close6 Volume51 Open Interest116.00Strike Price267.00Turnover16.89%IV2.37%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.2511Delta0.1111Gamma284.33Leverage Ratio-0.0604Theta0.0063Rho71.41Eff Leverage0.0541Vega