27.21Open23.20Pre Close10 Volume17 Open Interest82.50Strike Price27.21KTurnover73.03%IV1.10%PremiumDec 20, 2024Expiry Date26.02Intrinsic Value100Multiplier25DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type0.9377Delta0.0059Gamma4.01Leverage Ratio-0.0592Theta0.0514Rho3.76Eff Leverage0.0348Vega