0.05Open0.05Pre Close12 Volume206 Open Interest91.00Strike Price27.00Turnover30.35%IV2.44%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0409Delta0.0725Gamma4442.50Leverage Ratio-0.0687Theta0.0001Rho181.91Eff Leverage0.0035Vega