2.70Open2.67Pre Close1 Volume326 Open Interest69.00Strike Price270.00Turnover15.88%IV0.14%PremiumDec 20, 2024Expiry Date2.60Intrinsic Value100Multiplier14DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.8958Delta0.0805Gamma25.12Leverage Ratio-0.0215Theta0.0239Rho22.50Eff Leverage0.0255Vega