0.03Open0.03Pre Close9 Volume1.68K Open Interest35.00Strike Price27.00Turnover115.81%IV19.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0303Delta0.0261Gamma979.67Leverage Ratio-0.0271Theta0.0001Rho29.73Eff Leverage0.0016Vega