0.45Open0.90Pre Close6 Volume51 Open Interest116.00Strike Price267.00Turnover17.15%IV2.23%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.2373Delta0.1062Gamma267.95Leverage Ratio-0.0592Theta0.0059Rho63.58Eff Leverage0.0524Vega