2.67Open2.90Pre Close1 Volume2 Open Interest12.00Strike Price267.00Turnover911.80%IV-0.76%PremiumJan 17, 2025Expiry Date2.74Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6209Delta0.0851Gamma2.44Leverage Ratio-0.9155Theta-0.0003Rho-1.51Eff Leverage0.0019Vega