0.03Open0.02Pre Close9 Volume385 Open Interest43.00Strike Price27.00Turnover99.18%IV9.80%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0379Delta0.0409Gamma1306.33Leverage Ratio-0.0798Theta0.0000Rho49.47Eff Leverage0.0017Vega