0.07Open0.17Pre Close4 Volume218 Open Interest144.00Strike Price27.00Turnover18.99%IV3.21%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0484Delta0.0340Gamma2478.67Leverage Ratio-0.0320Theta-0.0007Rho-119.99Eff Leverage0.0156Vega