0.01Open0.02Pre Close27 Volume257 Open Interest200.00Strike Price27.00Turnover164.42%IV5.86%PremiumSep 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0060Delta0.0033Gamma21243.00Leverage Ratio-0.4829Theta0.0000Rho-127.68Eff Leverage0.0005Vega