0.09Open0.07Pre Close30 Volume6 Open Interest30.00Strike Price270.00Turnover65.60%IV10.18%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0770Delta0.0573Gamma370.00Leverage Ratio-0.0350Theta-0.0003Rho-28.48Eff Leverage0.0055Vega