0.01Open0.05Pre Close27 Volume190 Open Interest50.00Strike Price27.00Turnover372.81%IV67.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0006Delta0.0000Gamma15605.00Leverage Ratio-0.0089Theta0.0000Rho-9.13Eff Leverage0.0003Vega