0.15Open0.15Pre Close2 Volume76 Open Interest80.00Strike Price27.00Turnover22.10%IV5.19%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0823Delta0.0464Gamma674.00Leverage Ratio-0.0207Theta-0.0019Rho-55.48Eff Leverage0.0225Vega