0.04Open0.09Pre Close88 Volume237 Open Interest4.50Strike Price267.00Turnover339.29%IV80.48%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0818Delta0.1629Gamma11.41Leverage Ratio-0.0146Theta0.0000Rho0.93Eff Leverage0.0004Vega