0.45Open0.95Pre Close6 Volume36 Open Interest220.00Strike Price270.00Turnover42.52%IV24.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.0483Delta0.0045Gamma415.13Leverage Ratio-0.0352Theta0.0071Rho20.04Eff Leverage0.0523Vega