0.09Open0.22Pre Close3 Volume86 Open Interest322.50Strike Price27.00Turnover58.72%IV13.70%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0218Delta0.0030Gamma2026.57Leverage Ratio-0.0896Theta0.0007Rho44.19Eff Leverage0.0157Vega