2.70Open2.70Pre Close1 Volume3.50K Open Interest7.50Strike Price270.00Turnover517.10%IV14.89%PremiumDec 20, 2024Expiry Date1.86Intrinsic Value100Multiplier5DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.5560Delta0.1118Gamma2.09Leverage Ratio-0.1354Theta-0.0008Rho-1.16Eff Leverage0.0027Vega