2.70Open2.70Pre Close1 Volume0 Open Interest33.00Strike Price270.00Turnover67.10%IV6.76%PremiumDec 20, 2024Expiry Date0.44Intrinsic Value100Multiplier27DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type0.5720Delta0.0642Gamma12.39Leverage Ratio-0.0466Theta0.0122Rho7.08Eff Leverage0.0358Vega