2.77Open2.55Pre Close1 Volume2.66K Open Interest20.00Strike Price277.00Turnover49.64%IV0.93%PremiumJan 17, 2025Expiry Date2.56Intrinsic Value100Multiplier12DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.9144Delta0.0752Gamma8.43Leverage Ratio-0.0149Theta0.0062Rho7.71Eff Leverage0.0066Vega