0.09Open0.01Pre Close3 Volume21 Open Interest35.00Strike Price27.00Turnover423.70%IV144.87%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0401Delta0.0133Gamma159.22Leverage Ratio-0.0550Theta0.0001Rho6.39Eff Leverage0.0013Vega