10.78Open11.30Pre Close26 Volume516 Open Interest87.50Strike Price27.38KTurnover131.10%IV13.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry11.00Extrinsic Value100Contract SizeAmericanOptions Type0.5615Delta0.0138Gamma7.77Leverage Ratio-0.2541Theta0.0235Rho4.36Eff Leverage0.0856Vega