0.92Open1.45Pre Close3 Volume40 Open Interest28.00Strike Price277.00Turnover38.25%IV3.14%PremiumJul 19, 2024Expiry Date0.02Intrinsic Value100Multiplier11DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.5315Delta0.2094Gamma35.03Leverage Ratio-0.0358Theta0.0044Rho18.62Eff Leverage0.0197Vega