0.54Open0.63Pre Close5 Volume13 Open Interest26.50Strike Price270.00Turnover757.48%IV1.12%PremiumNov 15, 2024Expiry Date0.24Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.7527Delta0.8504Gamma92.21Leverage Ratio-48.4913Theta0.0000Rho69.40Eff Leverage0.0002Vega