5.50Open3.85Pre Close43 Volume62 Open Interest103.00Strike Price27.13KTurnover80.82%IV3.76%PremiumDec 20, 2024Expiry Date3.79Intrinsic Value100Multiplier4DDays to Expiry4.01Extrinsic Value100Contract SizeAmericanOptions Type0.6851Delta0.0400Gamma18.65Leverage Ratio-0.4407Theta0.0071Rho12.78Eff Leverage0.0390Vega