0.11Open0.12Pre Close3 Volume9 Open Interest33.00Strike Price27.00Turnover22.11%IV1.63%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.2332Delta0.5160Gamma406.88Leverage Ratio-0.0388Theta0.0005Rho94.88Eff Leverage0.0082Vega