0.10Open0.15Pre Close29 Volume232 Open Interest116.00Strike Price267.00Turnover2022.71%IV4.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0631Delta0.0420Gamma1393.13Leverage Ratio-281.4685Theta0.0000Rho87.94Eff Leverage0.0002Vega