0.01Open0.01Pre Close27 Volume2 Open Interest20.50Strike Price27.00Turnover85.60%IV19.56%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0325Delta0.0447Gamma857.75Leverage Ratio-0.0111Theta0.0001Rho27.86Eff Leverage0.0014Vega