2.53Open2.50Pre Close115 Volume423 Open Interest35.00Strike Price28.41KTurnover64.16%IV6.78%PremiumNov 15, 2024Expiry Date0.12Intrinsic Value100Multiplier25DDays to Expiry2.38Extrinsic Value100Contract SizeAmericanOptions Type0.5485Delta0.0673Gamma14.33Leverage Ratio-0.0493Theta0.0115Rho7.86Eff Leverage0.0363Vega