0.27Open0.28Pre Close1 Volume1.19K Open Interest210.00Strike Price27.00Turnover17.43%IV4.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.0883Delta0.0258Gamma804.16Leverage Ratio-0.0443Theta0.0055Rho70.97Eff Leverage0.0570Vega