0.90Open1.65Pre Close3 Volume34 Open Interest97.00Strike Price270.00Turnover33.28%IV1.21%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.4709Delta0.1118Gamma74.83Leverage Ratio-0.1636Theta-0.0052Rho-35.24Eff Leverage0.0426Vega