0.11Open0.12Pre Close3 Volume9 Open Interest33.00Strike Price27.00Turnover23.94%IV1.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.2932Delta0.4828Gamma250.69Leverage Ratio-0.0437Theta0.0008Rho73.50Eff Leverage0.0102Vega