2.72Open4.39Pre Close1 Volume1 Open Interest22.50Strike Price272.00Turnover101.80%IV5.57%PremiumAug 16, 2024Expiry Date1.39Intrinsic Value100Multiplier20DDays to Expiry1.33Extrinsic Value100Contract SizeAmericanOptions Type0.6485Delta0.0644Gamma7.90Leverage Ratio-0.0546Theta0.0070Rho5.12Eff Leverage0.0210Vega