0.05Open0.04Pre Close54 Volume614 Open Interest9.00Strike Price270.00Turnover120.23%IV36.91%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0857Delta0.1134Gamma132.20Leverage Ratio-0.0096Theta0.0002Rho11.32Eff Leverage0.0018Vega