0.27Open0.15Pre Close1 Volume51 Open Interest72.50Strike Price27.00Turnover20.47%IV7.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier29DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.1387Delta0.0563Gamma250.67Leverage Ratio-0.0160Theta0.0073Rho34.77Eff Leverage0.0424Vega