2.70Open2.90Pre Close1 Volume257 Open Interest47.50Strike Price270.00Turnover98.47%IV8.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.4818Delta0.0472Gamma16.23Leverage Ratio-0.1394Theta0.0067Rho7.82Eff Leverage0.0341Vega