0.01Open0.02Pre Close27 Volume435 Open Interest185.00Strike Price27.00Turnover83.38%IV9.04%PremiumJul 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0043Delta0.0017Gamma20337.00Leverage Ratio-0.0578Theta0.0000Rho-87.38Eff Leverage0.0011Vega