0.25Open0.23Pre Close15 Volume2.27K Open Interest120.00Strike Price267.00Turnover22.96%IV3.88%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1095Delta0.0559Gamma660.91Leverage Ratio-0.0537Theta0.0020Rho72.36Eff Leverage0.0274Vega