0.05Open0.12Pre Close53 Volume2.91K Open Interest7.50Strike Price267.00Turnover95.89%IV8.01%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1827Delta0.5093Gamma139.80Leverage Ratio-0.0311Theta0.0001Rho25.54Eff Leverage0.0014Vega