0.02Open0.02Pre Close17 Volume573 Open Interest21.00Strike Price27.00Turnover247.61%IV30.90%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0390Delta0.0359Gamma458.57Leverage Ratio-0.0350Theta0.0000Rho17.89Eff Leverage0.0008Vega