1.35Open1.37Pre Close2 Volume282 Open Interest12.50Strike Price270.00Turnover47.23%IV2.67%PremiumDec 20, 2024Expiry Date0.99Intrinsic Value100Multiplier27DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.7532Delta0.1829Gamma10.38Leverage Ratio-0.0113Theta0.0065Rho7.82Eff Leverage0.0115Vega