0.05Open0.18Pre Close5 Volume582 Open Interest36.00Strike Price28.00Turnover49.07%IV4.46%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1304Delta0.1704Gamma431.75Leverage Ratio-0.0610Theta0.0002Rho56.29Eff Leverage0.0054Vega