0.01Open0.11Pre Close21 Volume91 Open Interest375.00Strike Price267.00Turnover45.00%IV1.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.1219Delta0.0606Gamma1948.16Leverage Ratio-2.2955Theta0.0002Rho237.49Eff Leverage0.0150Vega