0.11Open0.12Pre Close3 Volume9 Open Interest33.00Strike Price27.00Turnover23.44%IV1.55%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.2970Delta0.4943Gamma250.58Leverage Ratio-0.0430Theta0.0008Rho74.42Eff Leverage0.0103Vega