2.70Open2.55Pre Close1 Volume45 Open Interest310.00Strike Price270.00Turnover20.08%IV3.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.2995Delta0.0232Gamma108.40Leverage Ratio-0.1270Theta0.0538Rho32.47Eff Leverage0.2593Vega