5.70Open9.50Pre Close46 Volume17 Open Interest2050.00Strike Price27.65KTurnover29.02%IV2.76%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry5.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1929Delta0.0043Gamma304.73Leverage Ratio-2.1776Theta-0.0419Rho-58.79Eff Leverage0.6018Vega