2.70Open4.02Pre Close1 Volume11 Open Interest35.00Strike Price270.00Turnover321.16%IV0.65%PremiumNov 29, 2024Expiry Date2.49Intrinsic Value100Multiplier0DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8307Delta0.1046Gamma12.04Leverage Ratio-1.5576Theta-0.0002Rho-10.00Eff Leverage0.0019Vega