0.85Open0.71Pre Close376 Volume765 Open Interest5.00Strike Price27.01KTurnover128.00%IV12.96%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier22DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.4491Delta0.2527Gamma7.60Leverage Ratio-0.0137Theta-0.0016Rho-3.41Eff Leverage0.0048Vega