2.70Open3.12Pre Close1 Volume120 Open Interest155.00Strike Price270.00Turnover39.79%IV1.87%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4734Delta0.0519Gamma53.52Leverage Ratio-0.2738Theta-0.0107Rho-25.34Eff Leverage0.0768Vega