2.77Open3.80Pre Close1 Volume181 Open Interest23.00Strike Price277.00Turnover2087.46%IV1.46%PremiumAug 16, 2024Expiry Date2.47Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.7686Delta0.1051Gamma7.24Leverage Ratio-26.6787Theta0.0000Rho-5.57Eff Leverage0.0004Vega