2.70Open3.60Pre Close1 Volume618 Open Interest50.00Strike Price270.00Turnover28.36%IV2.35%PremiumDec 20, 2024Expiry Date1.56Intrinsic Value100Multiplier20DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6601Delta0.1149Gamma22.27Leverage Ratio-0.0259Theta-0.0155Rho-14.70Eff Leverage0.0420Vega