0.10Open0.14Pre Close21 Volume404 Open Interest1.00Strike Price267.00Turnover180.94%IV20.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.5414Delta0.9132Gamma6.27Leverage Ratio-0.0037Theta0.0002Rho3.39Eff Leverage0.0010Vega