3.70Open5.05Pre Close73 Volume810 Open Interest83.00Strike Price27.70KTurnover42.19%IV0.45%PremiumDec 20, 2024Expiry Date3.06Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.8132Delta0.0740Gamma24.77Leverage Ratio-0.1436Theta0.0066Rho20.14Eff Leverage0.0231Vega