2.70Open3.30Pre Close1 Volume3 Open Interest41.00Strike Price270.00Turnover65.72%IV6.40%PremiumOct 18, 2024Expiry Date0.07Intrinsic Value100Multiplier16DDays to Expiry2.63Extrinsic Value100Contract SizeAmericanOptions Type0.5390Delta0.0689Gamma17.29Leverage Ratio-0.0724Theta0.0090Rho9.32Eff Leverage0.0348Vega