0.01Open0.01Pre Close27 Volume417 Open Interest15.50Strike Price27.00Turnover94.13%IV16.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0261Delta0.0586Gamma1328.00Leverage Ratio-0.0086Theta0.0000Rho34.68Eff Leverage0.0007Vega