2.70Open2.15Pre Close1 Volume1.04K Open Interest35.00Strike Price270.00Turnover48.12%IV2.86%PremiumDec 20, 2024Expiry Date1.75Intrinsic Value100Multiplier16DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type-0.6725Delta0.1092Gamma14.00Leverage Ratio-0.0358Theta-0.0091Rho-9.42Eff Leverage0.0250Vega