0.90Open1.65Pre Close3 Volume34 Open Interest97.00Strike Price270.00Turnover33.56%IV1.18%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.4621Delta0.1105Gamma76.27Leverage Ratio-0.1649Theta-0.0051Rho-35.25Eff Leverage0.0426Vega