0.02Open0.03Pre Close25 Volume411 Open Interest26.50Strike Price27.00Turnover183.26%IV19.63%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0127Delta0.0100Gamma2197.33Leverage Ratio-0.0150Theta0.0000Rho-27.87Eff Leverage0.0006Vega