0.15Open0.15Pre Close2 Volume163 Open Interest27.50Strike Price27.00Turnover20.12%IV0.40%PremiumNov 29, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.5000Delta0.9201Gamma157.09Leverage Ratio-0.0425Theta-0.0008Rho-78.55Eff Leverage0.0086Vega