2.70Open2.77Pre Close1 Volume325 Open Interest47.50Strike Price270.00Turnover31.92%IV-0.53%PremiumAug 16, 2024Expiry Date2.97Intrinsic Value100Multiplier24DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7922Delta0.0683Gamma13.83Leverage Ratio-0.0296Theta0.0246Rho10.95Eff Leverage0.0376Vega