0.01Open0.02Pre Close9 Volume562 Open Interest116.00Strike Price27.00Turnover41.46%IV8.83%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0142Delta0.0089Gamma5330.00Leverage Ratio-0.0163Theta0.0001Rho75.75Eff Leverage0.0035Vega