0.33Open0.35Pre Close708 Volume850 Open Interest23.00Strike Price27.05KTurnover40.08%IV3.65%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.2742Delta0.3797Gamma154.76Leverage Ratio-0.0447Theta0.0006Rho42.43Eff Leverage0.0073Vega