0.01Open0.01Pre Close27 Volume576 Open Interest21.00Strike Price27.00Turnover108.53%IV20.40%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0106Delta0.0105Gamma2637.00Leverage Ratio-0.0080Theta0.0000Rho-28.02Eff Leverage0.0007Vega