0.25Open0.20Pre Close11 Volume611 Open Interest67.50Strike Price275.00Turnover22.07%IV6.58%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1470Delta0.0681Gamma254.28Leverage Ratio-0.0194Theta0.0053Rho37.38Eff Leverage0.0352Vega