0.24Open0.40Pre Close12 Volume501 Open Interest17.50Strike Price270.00Turnover106.01%IV21.14%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1385Delta0.0969Gamma97.13Leverage Ratio-0.0315Theta0.0004Rho13.45Eff Leverage0.0047Vega