0.03Open0.05Pre Close9 Volume477 Open Interest66.00Strike Price27.00Turnover23.60%IV7.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0277Delta0.0229Gamma2367.22Leverage Ratio-0.0081Theta-0.0005Rho-65.60Eff Leverage0.0075Vega