2.77Open3.85Pre Close1 Volume169 Open Interest187.50Strike Price277.00Turnover37.44%IV0.71%PremiumDec 13, 2024Expiry Date1.45Intrinsic Value100Multiplier1DDays to Expiry1.32Extrinsic Value100Contract SizeAmericanOptions Type-0.6248Delta0.0883Gamma73.68Leverage Ratio-0.7150Theta-0.0042Rho-46.03Eff Leverage0.0436Vega
103677010 : noted