0.03Open0.03Pre Close9 Volume10.14K Open Interest17.00Strike Price27.00Turnover37.16%IV6.35%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0600Delta0.1564Gamma906.00Leverage Ratio-0.0088Theta-0.0001Rho-54.36Eff Leverage0.0024Vega