0.12Open0.12Pre Close2 Volume274 Open Interest7.50Strike Price27.00Turnover116.38%IV35.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2118Delta0.1739Gamma32.34Leverage Ratio-0.0105Theta0.0007Rho6.85Eff Leverage0.0041Vega