0.03Open0.27Pre Close9 Volume61 Open Interest22.50Strike Price27.00Turnover88.67%IV10.06%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0589Delta0.0969Gamma682.33Leverage Ratio-0.0287Theta0.0001Rho40.22Eff Leverage0.0016Vega