0.27Open0.14Pre Close1 Volume114 Open Interest72.50Strike Price27.00Turnover85.88%IV10.74%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.1120Delta0.0371Gamma243.39Leverage Ratio-0.1509Theta0.0006Rho27.27Eff Leverage0.0114Vega