2.67Open2.60Pre Close1 Volume29 Open Interest8.00Strike Price267.00Turnover9656.37%IV0.66%PremiumJan 17, 2025Expiry Date2.60Intrinsic Value100Multiplier-2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9324Delta0.0602Gamma4.56Leverage Ratio-84.6818Theta0.0000Rho4.25Eff Leverage0.0000Vega