0.85Open0.70Pre Close3 Volume67 Open Interest75.00Strike Price270.00Turnover13.89%IV0.63%PremiumDec 20, 2024Expiry Date0.48Intrinsic Value100Multiplier10DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.5924Delta0.2344Gamma82.80Leverage Ratio-0.0298Theta-0.0098Rho-49.05Eff Leverage0.0472Vega