1.35Open2.05Pre Close2 Volume71 Open Interest62.50Strike Price270.00Turnover29.47%IV3.30%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type0.4645Delta0.0936Gamma42.63Leverage Ratio-0.0467Theta0.0148Rho19.80Eff Leverage0.0572Vega