0.25Open0.47Pre Close9 Volume69 Open Interest66.00Strike Price277.00Turnover19.50%IV1.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3432Delta0.2778Gamma218.07Leverage Ratio-0.0679Theta0.0024Rho74.84Eff Leverage0.0250Vega