0.27Open0.60Pre Close1 Volume602 Open Interest33.00Strike Price27.00Turnover73.32%IV0.03%PremiumJan 10, 2025Expiry Date0.26Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.6151Delta0.6966Gamma89.89Leverage Ratio-0.5799Theta0.0001Rho55.29Eff Leverage0.0029Vega