0.44Open0.60Pre Close6 Volume120 Open Interest22.00Strike Price267.00Turnover26.17%IV0.90%PremiumDec 27, 2024Expiry Date0.28Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6686Delta0.6087Gamma54.31Leverage Ratio-0.0265Theta-0.0014Rho-36.31Eff Leverage0.0083Vega