2.75Open2.80Pre Close1 Volume252 Open Interest28.00Strike Price275.00Turnover45.46%IV2.47%PremiumJan 17, 2025Expiry Date2.01Intrinsic Value100Multiplier23DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.7531Delta0.0914Gamma11.43Leverage Ratio-0.0259Theta0.0128Rho8.61Eff Leverage0.0240Vega