0.85Open10.53Pre Close3 Volume3 Open Interest55.00Strike Price270.00Turnover64.05%IV1.35%PremiumJan 17, 2025Expiry Date0.21Intrinsic Value100Multiplier1DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.5303Delta0.1882Gamma57.67Leverage Ratio-0.4188Theta-0.0010Rho-30.59Eff Leverage0.0131Vega