0.45Open0.65Pre Close6 Volume105 Open Interest5.00Strike Price270.00Turnover79.30%IV6.95%PremiumAug 16, 2024Expiry Date0.11Intrinsic Value100Multiplier23DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5024Delta0.4077Gamma10.87Leverage Ratio-0.0080Theta-0.0016Rho-5.46Eff Leverage0.0049Vega