2.67Open5.80Pre Close1 Volume677 Open Interest40.00Strike Price267.00Turnover39.88%IV1.61%PremiumDec 20, 2024Expiry Date2.06Intrinsic Value100Multiplier23DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.6783Delta0.0966Gamma13.92Leverage Ratio-0.0271Theta-0.0145Rho-9.44Eff Leverage0.0339Vega