9.30Open15.44Pre Close312 Volume69 Open Interest795.00Strike Price277.80KTurnover48.41%IV1.42%PremiumDec 13, 2024Expiry Date1.03Intrinsic Value100Multiplier2DDays to Expiry11.27Extrinsic Value100Contract SizeAmericanOptions Type0.5247Delta0.0152Gamma72.04Leverage Ratio-3.8226Theta0.0188Rho37.80Eff Leverage0.2155Vega