0.01Open0.10Pre Close27 Volume190 Open Interest49.00Strike Price27.00Turnover103.39%IV30.68%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0077Delta0.0052Gamma3750.50Leverage Ratio-0.0075Theta0.0000Rho28.98Eff Leverage0.0008Vega