0.06Open0.10Pre Close54 Volume322 Open Interest39.50Strike Price277.00Turnover98.94%IV14.50%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0359Delta0.0313Gamma986.86Leverage Ratio-0.0323Theta0.0001Rho35.43Eff Leverage0.0020Vega