0.01Open0.05Pre Close20 Volume131 Open Interest39.50Strike Price27.00Turnover36.47%IV5.32%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0444Delta0.0691Gamma1668.40Leverage Ratio-0.0176Theta-0.0001Rho-74.03Eff Leverage0.0035Vega