0.45Open0.67Pre Close6 Volume24 Open Interest125.00Strike Price270.00Turnover35.66%IV12.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1035Delta0.0191Gamma248.18Leverage Ratio-0.0423Theta0.0062Rho25.69Eff Leverage0.0476Vega