2.70Open2.32Pre Close1 Volume1.04K Open Interest30.00Strike Price270.00Turnover70.23%IV1.87%PremiumDec 6, 2024Expiry Date2.10Intrinsic Value100Multiplier1DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.9527Delta0.0764Gamma15.21Leverage Ratio-0.0293Theta0.0009Rho14.49Eff Leverage0.0018Vega