0.27Open0.31Pre Close1 Volume697 Open Interest8.00Strike Price27.00Turnover62.60%IV0.77%PremiumJan 17, 2025Expiry Date0.21Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7111Delta0.9033Gamma27.82Leverage Ratio-0.0310Theta-0.0003Rho-19.78Eff Leverage0.0021Vega