0.07Open0.08Pre Close73 Volume1.32K Open Interest655.00Strike Price277.00Turnover56.27%IV8.49%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0036Delta0.0006Gamma30187.50Leverage Ratio-0.0200Theta0.0001Rho108.11Eff Leverage0.0035Vega