0.01Open0.01Pre Close27 Volume0 Open Interest8.50Strike Price27.00Turnover224.46%IV44.18%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0074Delta0.0054Gamma1521.00Leverage Ratio-0.0065Theta0.0000Rho-11.24Eff Leverage0.0003Vega