0.05Open0.06Pre Close25 Volume244 Open Interest45.50Strike Price272.00Turnover49.59%IV4.71%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1347Delta0.1318Gamma363.08Leverage Ratio-0.0784Theta0.0003Rho48.89Eff Leverage0.0072Vega