4.60Open5.40Pre Close62 Volume165 Open Interest62.50Strike Price29.15KTurnover36.83%IV1.50%PremiumNov 15, 2024Expiry Date4.06Intrinsic Value100Multiplier25DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.7686Delta0.0477Gamma12.92Leverage Ratio-0.0450Theta0.0313Rho9.93Eff Leverage0.0529Vega