0.05Open0.07Pre Close6 Volume467 Open Interest6.50Strike Price27.00Turnover278.13%IV62.19%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0490Delta0.0941Gamma201.00Leverage Ratio-0.0132Theta0.0000Rho9.85Eff Leverage0.0004Vega