0.03Open0.03Pre Close7 Volume476 Open Interest149.00Strike Price27.00Turnover54.92%IV10.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0116Delta0.0035Gamma4778.17Leverage Ratio-0.0280Theta-0.0002Rho-55.60Eff Leverage0.0048Vega