0.09Open0.20Pre Close3 Volume148 Open Interest615.00Strike Price27.00Turnover68.86%IV22.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0032Delta0.0003Gamma14397.71Leverage Ratio-0.0281Theta0.0002Rho46.35Eff Leverage0.0052Vega