0.03Open0.10Pre Close9 Volume414 Open Interest10.50Strike Price27.00Turnover53.74%IV7.02%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0987Delta0.2766Gamma375.33Leverage Ratio-0.0131Theta-0.0001Rho-37.06Eff Leverage0.0020Vega