2.70Open2.80Pre Close1 Volume366 Open Interest17.50Strike Price270.00Turnover66.84%IV2.36%PremiumJan 17, 2025Expiry Date2.24Intrinsic Value100Multiplier25DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.7908Delta0.0829Gamma7.18Leverage Ratio-0.0215Theta0.0088Rho5.67Eff Leverage0.0149Vega