0.28Open0.71Pre Close10 Volume171 Open Interest7.50Strike Price270.00Turnover50.21%IV1.70%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier5DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6315Delta0.8535Gamma30.52Leverage Ratio-0.0186Theta0.0006Rho19.27Eff Leverage0.0033Vega