11.33Open11.41Pre Close26 Volume369 Open Interest357.50Strike Price27.53KTurnover69.96%IV2.73%PremiumDec 20, 2024Expiry Date0.33Intrinsic Value100Multiplier4DDays to Expiry9.78Extrinsic Value100Contract SizeAmericanOptions Type0.5280Delta0.0151Gamma33.44Leverage Ratio-1.4119Theta0.0197Rho17.66Eff Leverage0.1500Vega