0.03Open0.04Pre Close11 Volume225 Open Interest75.00Strike Price27.00Turnover80.07%IV10.75%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0621Delta0.0279Gamma589.04Leverage Ratio-0.0899Theta0.0003Rho36.59Eff Leverage0.0067Vega