0.05Open0.10Pre Close7 Volume840 Open Interest13.50Strike Price27.00Turnover231.51%IV64.26%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0384Delta0.0392Gamma274.59Leverage Ratio-0.0167Theta0.0000Rho10.55Eff Leverage0.0008Vega