0.03Open0.03Pre Close10 Volume801 Open Interest6.00Strike Price27.00Turnover438.67%IV5.24%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1515Delta0.9039Gamma286.00Leverage Ratio-0.7767Theta0.0000Rho43.33Eff Leverage0.0001Vega