0.01Open0.01Pre Close27 Volume663 Open Interest5.50Strike Price27.00Turnover300.51%IV24.17%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0242Delta0.0543Gamma724.00Leverage Ratio-0.0328Theta0.0000Rho-17.49Eff Leverage0.0002Vega