0.10Open0.25Pre Close3 Volume761 Open Interest11.00Strike Price27.00Turnover78.77%IV12.61%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1501Delta0.2311Gamma131.07Leverage Ratio-0.0189Theta0.0002Rho19.67Eff Leverage0.0030Vega