68.81Open71.52Pre Close4 Volume13 Open Interest90.00Strike Price27.53KTurnover1390.13%IV0.40%PremiumNov 29, 2024Expiry Date68.19Intrinsic Value100Multiplier0DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.9713Delta0.0013Gamma2.30Leverage Ratio-8.0249Theta0.0005Rho2.23Eff Leverage0.0024Vega