0.27Open1.30Pre Close1 Volume191 Open Interest77.00Strike Price27.00Turnover56.75%IV1.04%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.3279Delta0.2902Gamma287.19Leverage Ratio-0.7822Theta-0.0002Rho-94.15Eff Leverage0.0079Vega