0.20Open0.28Pre Close3.18K Volume7.01K Open Interest142.00Strike Price27.97KTurnover36.55%IV5.87%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0187Delta0.0124Gamma5366.00Leverage Ratio-0.0236Theta0.0001Rho100.42Eff Leverage0.0046Vega