2.77Open2.82Pre Close1 Volume9 Open Interest28.00Strike Price277.00Turnover6419.44%IV0.82%PremiumDec 27, 2024Expiry Date2.52Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.7773Delta0.0797Gamma10.09Leverage Ratio-424.4385Theta0.0000Rho7.84Eff Leverage0.0002Vega