31.97Open31.60Pre Close6 Volume17 Open Interest5175.00Strike Price27.50KTurnover25.27%IV0.58%PremiumDec 20, 2024Expiry Date22.87Intrinsic Value100Multiplier3DDays to Expiry29.63Extrinsic Value100Contract SizeAmericanOptions Type-0.5617Delta0.0032Gamma83.98Leverage Ratio-7.5747Theta-0.2465Rho-47.17Eff Leverage1.9568Vega