3.70Open5.05Pre Close73 Volume810 Open Interest83.00Strike Price27.70KTurnover41.44%IV0.45%PremiumDec 20, 2024Expiry Date3.06Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.8135Delta0.0740Gamma24.77Leverage Ratio-0.1387Theta0.0069Rho20.15Eff Leverage0.0235Vega