27.70Open27.70Pre Close0 Volume1 Open Interest430.00Strike Price0.00Turnover2027.28%IV0.87%PremiumNov 29, 2024Expiry Date24.18Intrinsic Value100Multiplier0DDays to Expiry3.52Extrinsic Value100Contract SizeAmericanOptions Type-0.9481Delta0.0073Gamma16.27Leverage Ratio-641.2900Theta0.0000Rho-15.42Eff Leverage0.0008Vega