2.75Open4.40Pre Close1 Volume5 Open Interest30.00Strike Price275.00Turnover39.32%IV1.21%PremiumJan 17, 2025Expiry Date2.36Intrinsic Value100Multiplier11DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.8723Delta0.0923Gamma12.69Leverage Ratio-0.0235Theta0.0081Rho11.07Eff Leverage0.0120Vega