2.70Open2.52Pre Close1 Volume31 Open Interest2.50Strike Price270.00Turnover270.66%IV1.56%PremiumJan 17, 2025Expiry Date2.62Intrinsic Value100Multiplier11DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9578Delta0.0363Gamma1.91Leverage Ratio-0.0096Theta0.0007Rho1.83Eff Leverage0.0008Vega