2.75Open1.94Pre Close1 Volume276 Open Interest29.00Strike Price275.00Turnover51.31%IV2.39%PremiumDec 20, 2024Expiry Date2.01Intrinsic Value100Multiplier21DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.7333Delta0.0855Gamma11.28Leverage Ratio-0.0323Theta0.0117Rho8.27Eff Leverage0.0246Vega