0.02Open0.09Pre Close17 Volume60 Open Interest50.50Strike Price27.00Turnover124.75%IV28.54%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0035Delta0.0012Gamma7065.00Leverage Ratio-0.0080Theta0.0000Rho-24.65Eff Leverage0.0008Vega