0.45Open0.75Pre Close6 Volume173 Open Interest250.00Strike Price270.00Turnover82.73%IV10.16%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0550Delta0.0059Gamma617.29Leverage Ratio-0.3446Theta-0.0010Rho-33.98Eff Leverage0.0252Vega