0.27Open0.28Pre Close1 Volume117 Open Interest150.00Strike Price27.00Turnover38.75%IV14.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.0398Delta0.0053Gamma649.07Leverage Ratio-0.0320Theta-0.0036Rho-25.85Eff Leverage0.0359Vega