2.75Open1.05Pre Close1 Volume70 Open Interest39.00Strike Price275.00Turnover61.09%IV1.02%PremiumSep 20, 2024Expiry Date2.33Intrinsic Value100Multiplier6DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.7847Delta0.0901Gamma14.89Leverage Ratio-0.0841Theta0.0049Rho11.69Eff Leverage0.0155Vega