2.53Open2.27Pre Close131 Volume422 Open Interest27.00Strike Price27.59KTurnover73.20%IV1.68%PremiumDec 6, 2024Expiry Date1.59Intrinsic Value100Multiplier4DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.7922Delta0.1305Gamma15.13Leverage Ratio-0.0830Theta0.0023Rho11.98Eff Leverage0.0086Vega