0.27Open0.28Pre Close1 Volume1.19K Open Interest210.00Strike Price27.00Turnover17.47%IV4.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.0882Delta0.0258Gamma804.16Leverage Ratio-0.0445Theta0.0055Rho70.96Eff Leverage0.0568Vega