0.03Open0.05Pre Close9 Volume66 Open Interest1.50Strike Price27.00Turnover295.05%IV31.63%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0884Delta0.2483Gamma71.67Leverage Ratio-0.0131Theta0.0000Rho-6.34Eff Leverage0.0004Vega