0.45Open0.25Pre Close6 Volume257 Open Interest15.00Strike Price270.00Turnover39.85%IV3.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4533Delta0.5275Gamma59.52Leverage Ratio-0.0275Theta0.0010Rho26.98Eff Leverage0.0075Vega