0.90Open1.65Pre Close3 Volume34 Open Interest97.00Strike Price270.00Turnover33.67%IV1.21%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.4490Delta0.1096Gamma76.30Leverage Ratio-0.1651Theta-0.0050Rho-34.26Eff Leverage0.0425Vega