0.03Open0.08Pre Close9 Volume95 Open Interest41.50Strike Price27.00Turnover65.61%IV8.97%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0663Delta0.0609Gamma635.17Leverage Ratio-0.0434Theta0.0002Rho42.08Eff Leverage0.0041Vega