0.45Open0.90Pre Close6 Volume51 Open Interest116.00Strike Price267.00Turnover17.21%IV2.22%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.2366Delta0.1056Gamma267.98Leverage Ratio-0.0592Theta0.0059Rho63.40Eff Leverage0.0523Vega