0.03Open0.05Pre Close9 Volume477 Open Interest66.00Strike Price27.00Turnover23.62%IV7.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0276Delta0.0228Gamma2368.67Leverage Ratio-0.0080Theta-0.0005Rho-65.49Eff Leverage0.0075Vega