0.15Open0.10Pre Close2 Volume85 Open Interest4.00Strike Price27.00Turnover85.09%IV4.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.4515Delta1.0189Gamma31.44Leverage Ratio-0.0167Theta0.0002Rho14.19Eff Leverage0.0018Vega