0.27Open1.30Pre Close1 Volume191 Open Interest77.00Strike Price27.00Turnover50.18%IV1.04%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.3277Delta0.2899Gamma287.19Leverage Ratio-0.6105Theta-0.0003Rho-94.11Eff Leverage0.0090Vega