0.03Open0.04Pre Close9 Volume69 Open Interest2.00Strike Price27.00Turnover126.59%IV41.28%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0398Delta0.0781Gamma167.75Leverage Ratio-0.0019Theta-0.0001Rho-6.67Eff Leverage0.0007Vega