0.80Open3.20Pre Close4 Volume97 Open Interest86.00Strike Price270.00Turnover23.73%IV1.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4462Delta0.2276Gamma149.08Leverage Ratio-0.1480Theta0.0027Rho66.53Eff Leverage0.0289Vega