0.10Open0.60Pre Close2 Volume27 Open Interest7.50Strike Price27.00Turnover55.07%IV2.82%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.4765Delta0.9498Gamma49.73Leverage Ratio-0.0240Theta0.0004Rho23.70Eff Leverage0.0030Vega