0.08Open0.10Pre Close6 Volume27 Open Interest32.00Strike Price28.00Turnover20.49%IV2.20%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1929Delta0.3852Gamma418.00Leverage Ratio-0.0226Theta0.0007Rho80.63Eff Leverage0.0095Vega