0.03Open0.05Pre Close9 Volume477 Open Interest66.00Strike Price27.00Turnover23.22%IV6.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0282Delta0.0237Gamma2363.91Leverage Ratio-0.0080Theta-0.0005Rho-66.65Eff Leverage0.0076Vega