0.05Open0.05Pre Close9 Volume339 Open Interest165.00Strike Price27.00Turnover114.09%IV34.71%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0015Gamma3062.50Leverage Ratio-0.0293Theta0.0001Rho25.72Eff Leverage0.0030Vega