0.27Open0.31Pre Close1 Volume697 Open Interest8.00Strike Price27.00Turnover63.09%IV0.39%PremiumJan 17, 2025Expiry Date0.24Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7279Delta0.8758Gamma26.31Leverage Ratio-0.0301Theta-0.0003Rho-19.15Eff Leverage0.0020Vega