0.25Open0.47Pre Close9 Volume69 Open Interest66.00Strike Price277.00Turnover20.29%IV1.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3428Delta0.2773Gamma218.07Leverage Ratio-0.0735Theta0.0022Rho74.76Eff Leverage0.0240Vega