0.90Open0.65Pre Close3 Volume6 Open Interest97.00Strike Price270.00Turnover33.04%IV1.47%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.4096Delta0.1504Gamma125.85Leverage Ratio-0.2369Theta-0.0025Rho-51.55Eff Leverage0.0304Vega