0.05Open0.06Pre Close25 Volume244 Open Interest45.50Strike Price272.00Turnover48.47%IV4.71%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1370Delta0.1363Gamma378.87Leverage Ratio-0.0780Theta0.0003Rho51.91Eff Leverage0.0073Vega