0.20Open0.30Pre Close12 Volume15 Open Interest141.00Strike Price267.00Turnover38.71%IV5.40%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1145Delta0.0354Gamma446.87Leverage Ratio-0.1264Theta0.0017Rho51.17Eff Leverage0.0273Vega