0.15Open0.15Pre Close2 Volume162 Open Interest27.50Strike Price27.00Turnover19.77%IV0.40%PremiumNov 29, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.4998Delta0.9196Gamma157.09Leverage Ratio-0.0407Theta-0.0008Rho-78.51Eff Leverage0.0088Vega