0.27Open0.31Pre Close1 Volume697 Open Interest8.00Strike Price27.00Turnover57.44%IV0.51%PremiumJan 17, 2025Expiry Date0.23Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7618Delta0.8989Gamma26.34Leverage Ratio-0.0247Theta-0.0003Rho-20.07Eff Leverage0.0019Vega