0.02Open0.01Pre Close22 Volume74 Open Interest210.00Strike Price27.00Turnover140.27%IV19.92%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0052Delta0.0012Gamma8757.00Leverage Ratio-0.0878Theta0.0000Rho45.96Eff Leverage0.0013Vega