8.39Open5.78Pre Close36 Volume439 Open Interest135.00Strike Price27.70KTurnover60.45%IV0.20%PremiumDec 6, 2024Expiry Date7.06Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8592Delta0.0341Gamma19.07Leverage Ratio-0.3402Theta0.0067Rho16.38Eff Leverage0.0242Vega