2.75Open4.40Pre Close1 Volume5 Open Interest30.00Strike Price275.00Turnover39.40%IV1.21%PremiumJan 17, 2025Expiry Date2.36Intrinsic Value100Multiplier11DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.8722Delta0.0923Gamma12.69Leverage Ratio-0.0236Theta0.0081Rho11.07Eff Leverage0.0120Vega