0.54Open0.55Pre Close5 Volume11 Open Interest3.00Strike Price270.00Turnover108.91%IV1.80%PremiumDec 20, 2024Expiry Date0.50Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7539Delta0.5569Gamma4.36Leverage Ratio-0.0054Theta-0.0009Rho-3.28Eff Leverage0.0016Vega