0.05Open0.05Pre Close12 Volume206 Open Interest91.00Strike Price27.00Turnover32.20%IV2.44%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0409Delta0.0724Gamma4442.50Leverage Ratio-0.0772Theta0.0001Rho181.86Eff Leverage0.0033Vega