30.88Open38.10Pre Close11 Volume7 Open Interest700.00Strike Price28.68KTurnover30.68%IV1.79%PremiumDec 20, 2024Expiry Date12.61Intrinsic Value100Multiplier16DDays to Expiry12.29Extrinsic Value100Contract SizeAmericanOptions Type-0.5906Delta0.0089Gamma28.64Leverage Ratio-0.5011Theta-0.1587Rho-16.92Eff Leverage0.5564Vega