0.03Open0.05Pre Close9 Volume477 Open Interest66.00Strike Price27.00Turnover23.82%IV7.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0274Delta0.0224Gamma2369.33Leverage Ratio-0.0080Theta-0.0005Rho-64.87Eff Leverage0.0075Vega