0.09Open0.15Pre Close3 Volume215 Open Interest157.50Strike Price27.00Turnover39.13%IV8.69%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0206Delta0.0064Gamma2873.17Leverage Ratio-0.0330Theta-0.0004Rho-59.22Eff Leverage0.0099Vega