0.25Open3.17Pre Close3 Volume26 Open Interest75.00Strike Price267.00Turnover38.11%IV2.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4133Delta0.1001Gamma63.08Leverage Ratio-0.1144Theta-0.0054Rho-26.07Eff Leverage0.0398Vega