9.40Open9.50Pre Close30 Volume295 Open Interest120.00Strike Price28.37KTurnover43.39%IV2.35%PremiumNov 15, 2024Expiry Date6.75Intrinsic Value100Multiplier24DDays to Expiry2.98Extrinsic Value100Contract SizeAmericanOptions Type0.7150Delta0.0238Gamma12.93Leverage Ratio-0.1089Theta0.0546Rho9.25Eff Leverage0.1118Vega