0.89Open0.55Pre Close3 Volume766 Open Interest70.00Strike Price267.00Turnover23.65%IV4.76%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier29DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.3420Delta0.0808Gamma67.68Leverage Ratio-0.0316Theta0.0179Rho23.15Eff Leverage0.0706Vega