0.15Open0.14Pre Close8 Volume259 Open Interest19.50Strike Price277.00Turnover71.93%IV0.16%PremiumAug 2, 2024Expiry Date0.42Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6882Delta0.4393Gamma33.18Leverage Ratio-0.1320Theta-0.0004Rho-22.84Eff Leverage0.0040Vega