0.10Open0.15Pre Close3 Volume359 Open Interest3.00Strike Price27.00Turnover98.08%IV26.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2284Delta0.5105Gamma34.57Leverage Ratio-0.0040Theta0.0003Rho7.90Eff Leverage0.0018Vega