0.05Open0.03Pre Close22 Volume84 Open Interest167.50Strike Price27.00Turnover63.13%IV12.54%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0236Delta0.0042Gamma1595.83Leverage Ratio-0.0697Theta-0.0005Rho-37.71Eff Leverage0.0117Vega