0.68Open0.95Pre Close4 Volume500 Open Interest44.00Strike Price272.00Turnover35.53%IV6.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.2943Delta0.0979Gamma66.86Leverage Ratio-0.0312Theta0.0066Rho19.68Eff Leverage0.0341Vega