0.12Open0.37Pre Close2 Volume100 Open Interest47.00Strike Price27.00Turnover21.50%IV2.09%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2348Delta0.2780Gamma263.91Leverage Ratio-0.0398Theta0.0013Rho61.96Eff Leverage0.0158Vega