0.03Open0.06Pre Close115 Volume577 Open Interest29.00Strike Price272.00Turnover50.15%IV10.30%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0366Delta0.0572Gamma1315.50Leverage Ratio-0.0116Theta0.0001Rho48.09Eff Leverage0.0022Vega