0.03Open0.10Pre Close89 Volume421 Open Interest31.00Strike Price267.00Turnover100.77%IV15.96%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0363Delta0.0372Gamma892.00Leverage Ratio-0.0259Theta0.0001Rho32.34Eff Leverage0.0017Vega