2.70Open2.20Pre Close1 Volume2 Open Interest30.00Strike Price270.00Turnover141.08%IV4.21%PremiumAug 16, 2024Expiry Date1.50Intrinsic Value100Multiplier4DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5935Delta0.0850Gamma14.07Leverage Ratio-0.1956Theta-0.0023Rho-8.35Eff Leverage0.0126Vega