0.70Open0.63Pre Close4 Volume203 Open Interest8.00Strike Price271.00Turnover108.79%IV0.54%PremiumAug 16, 2024Expiry Date0.63Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7428Delta0.3816Gamma9.83Leverage Ratio-0.0337Theta-0.0006Rho-7.30Eff Leverage0.0025Vega