2.70Open1.60Pre Close1 Volume50 Open Interest34.00Strike Price270.00Turnover39.20%IV1.24%PremiumDec 20, 2024Expiry Date2.25Intrinsic Value100Multiplier26DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.7571Delta0.0829Gamma12.39Leverage Ratio-0.0260Theta0.0173Rho9.38Eff Leverage0.0301Vega