0.03Open0.05Pre Close9 Volume477 Open Interest66.00Strike Price27.00Turnover23.67%IV7.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0276Delta0.0227Gamma2369.25Leverage Ratio-0.0080Theta-0.0005Rho-65.36Eff Leverage0.0075Vega