0.27Open0.28Pre Close1 Volume117 Open Interest150.00Strike Price27.00Turnover38.60%IV14.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.0398Delta0.0053Gamma649.07Leverage Ratio-0.0317Theta-0.0037Rho-25.84Eff Leverage0.0361Vega