0.03Open0.05Pre Close9 Volume477 Open Interest66.00Strike Price27.00Turnover23.51%IV7.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0278Delta0.0231Gamma2367.17Leverage Ratio-0.0081Theta-0.0005Rho-65.85Eff Leverage0.0075Vega