0.05Open0.05Pre Close46 Volume414 Open Interest18.00Strike Price271.00Turnover36.59%IV7.95%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1410Delta0.2086Gamma223.20Leverage Ratio-0.0110Theta0.0007Rho31.46Eff Leverage0.0065Vega