0.01Open0.02Pre Close15 Volume955 Open Interest23.00Strike Price27.00Turnover67.29%IV13.40%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0370Delta0.0584Gamma1015.00Leverage Ratio-0.0124Theta0.0001Rho37.59Eff Leverage0.0017Vega