0.54Open0.40Pre Close5 Volume27 Open Interest10.00Strike Price270.00Turnover67.16%IV2.48%PremiumNov 15, 2024Expiry Date0.29Intrinsic Value100Multiplier7DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6371Delta0.3898Gamma19.05Leverage Ratio-0.0271Theta0.0012Rho12.13Eff Leverage0.0054Vega