0.55Open0.30Pre Close5 Volume845 Open Interest10.00Strike Price275.00Turnover28.14%IV1.93%PremiumDec 20, 2024Expiry Date0.35Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.7197Delta0.4838Gamma20.70Leverage Ratio-0.0065Theta0.0040Rho14.90Eff Leverage0.0083Vega