0.09Open0.07Pre Close3 Volume1.95K Open Interest1.00Strike Price27.00Turnover145.18%IV24.17%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.2433Delta0.7279Gamma16.00Leverage Ratio-0.0030Theta-0.0002Rho-3.89Eff Leverage0.0009Vega