2.70Open2.80Pre Close1 Volume163 Open Interest35.00Strike Price270.00Turnover29.18%IV0.88%PremiumSep 20, 2024Expiry Date2.37Intrinsic Value100Multiplier32DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.8022Delta0.0857Gamma12.89Leverage Ratio-0.0178Theta0.0240Rho10.34Eff Leverage0.0309Vega