2.70Open3.12Pre Close1 Volume120 Open Interest155.00Strike Price270.00Turnover39.23%IV1.87%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4733Delta0.0519Gamma53.52Leverage Ratio-0.2653Theta-0.0110Rho-25.33Eff Leverage0.0779Vega