0.15Open0.15Pre Close2 Volume163 Open Interest27.50Strike Price27.00Turnover13.88%IV0.40%PremiumNov 29, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.5029Delta1.3513Gamma157.09Leverage Ratio-0.0293Theta-0.0008Rho-79.00Eff Leverage0.0085Vega