0.20Open0.30Pre Close11 Volume499 Open Interest12.00Strike Price270.00Turnover66.20%IV1.83%PremiumDec 6, 2024Expiry Date0.03Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.5321Delta0.6792Gamma48.12Leverage Ratio-0.0700Theta0.0003Rho25.60Eff Leverage0.0035Vega