0.03Open0.05Pre Close7 Volume458 Open Interest9.50Strike Price27.00Turnover538.66%IV57.07%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0732Delta0.0816Gamma121.60Leverage Ratio-0.1150Theta0.0000Rho8.90Eff Leverage0.0004Vega