0.45Open0.65Pre Close6 Volume105 Open Interest5.00Strike Price270.00Turnover80.82%IV6.67%PremiumAug 16, 2024Expiry Date0.13Intrinsic Value100Multiplier23DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.4948Delta0.3987Gamma10.83Leverage Ratio-0.0082Theta-0.0016Rho-5.36Eff Leverage0.0050Vega