0.03Open0.05Pre Close6 Volume1 Open Interest5.00Strike Price27.00Turnover305.33%IV38.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0490Delta0.0392Gamma134.00Leverage Ratio-0.0296Theta0.0000Rho-6.57Eff Leverage0.0009Vega