0.13Open0.40Pre Close22 Volume915 Open Interest300.00Strike Price277.00Turnover57.85%IV3.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0571Delta0.0213Gamma2241.00Leverage Ratio-0.7983Theta0.0002Rho127.96Eff Leverage0.0106Vega