0.70Open2.90Pre Close4 Volume10 Open Interest40.00Strike Price270.00Turnover35.33%IV3.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.3833Delta0.0965Gamma36.32Leverage Ratio-0.0259Theta-0.0112Rho-13.92Eff Leverage0.0429Vega