0.20Open0.17Pre Close11 Volume458 Open Interest0.50Strike Price270.00Turnover197.53%IV5.78%PremiumDec 20, 2024Expiry Date0.21Intrinsic Value100Multiplier22DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8335Delta0.7228Gamma2.84Leverage Ratio-0.0020Theta0.0002Rho2.37Eff Leverage0.0004Vega