17.50Open18.80Pre Close16 Volume395 Open Interest157.50Strike Price27.96KTurnover113.46%IV0.74%PremiumNov 22, 2024Expiry Date16.06Intrinsic Value100Multiplier3DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8046Delta0.0181Gamma8.09Leverage Ratio-0.6374Theta-0.0104Rho-6.51Eff Leverage0.0372Vega