0.27Open0.05Pre Close1 Volume5 Open Interest115.00Strike Price27.00Turnover49.31%IV23.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.0687Delta0.0109Gamma267.60Leverage Ratio-0.0322Theta0.0042Rho18.40Eff Leverage0.0326Vega