0.03Open0.05Pre Close9 Volume477 Open Interest66.00Strike Price27.00Turnover23.11%IV6.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0283Delta0.0239Gamma2362.67Leverage Ratio-0.0080Theta-0.0005Rho-66.95Eff Leverage0.0076Vega