2.70Open3.50Pre Close1 Volume89 Open Interest108.00Strike Price270.00Turnover22.26%IV0.84%PremiumSep 20, 2024Expiry Date1.81Intrinsic Value100Multiplier25DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type-0.5856Delta0.0643Gamma31.94Leverage Ratio-0.0406Theta-0.0360Rho-18.70Eff Leverage0.1089Vega