0.02Open0.02Pre Close236 Volume535 Open Interest33.50Strike Price270.00Turnover24.96%IV5.05%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0422Delta0.1019Gamma2126.67Leverage Ratio-0.0078Theta0.0002Rho89.71Eff Leverage0.0032Vega