0.02Open0.06Pre Close17 Volume357 Open Interest320.00Strike Price27.00Turnover79.77%IV17.09%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0014Delta0.0002Gamma38593.00Leverage Ratio-0.0098Theta0.0000Rho-54.41Eff Leverage0.0014Vega