0.03Open0.04Pre Close9 Volume69 Open Interest2.00Strike Price27.00Turnover125.29%IV41.02%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0403Delta0.0801Gamma222.67Leverage Ratio-0.0019Theta-0.0001Rho-8.98Eff Leverage0.0007Vega