0.04Open0.03Pre Close12 Volume125 Open Interest42.00Strike Price27.00Turnover312.28%IV87.63%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0130Delta0.0056Gamma896.00Leverage Ratio-0.0224Theta0.0000Rho11.68Eff Leverage0.0006Vega