0.10Open0.11Pre Close3 Volume30 Open Interest33.00Strike Price27.00Turnover22.35%IV8.07%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1165Delta0.1088Gamma306.00Leverage Ratio-0.0074Theta0.0024Rho35.65Eff Leverage0.0158Vega