2.72Open4.90Pre Close1 Volume16 Open Interest81.00Strike Price272.00Turnover101.47%IV8.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.72Extrinsic Value100Contract SizeAmericanOptions Type0.3608Delta0.0433Gamma38.66Leverage Ratio-0.3867Theta0.0031Rho13.95Eff Leverage0.0319Vega