2.70Open2.77Pre Close1 Volume324 Open Interest47.50Strike Price270.00Turnover31.85%IV-0.53%PremiumAug 16, 2024Expiry Date2.97Intrinsic Value100Multiplier24DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7923Delta0.0683Gamma13.83Leverage Ratio-0.0295Theta0.0247Rho10.96Eff Leverage0.0377Vega