1.27Open0.33Pre Close2 Volume159 Open Interest172.50Strike Price267.00Turnover39.60%IV0.22%PremiumDec 27, 2024Expiry Date1.02Intrinsic Value100Multiplier0DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.7714Delta0.2017Gamma137.18Leverage Ratio-1.2697Theta-0.0006Rho-105.82Eff Leverage0.0115Vega