55.34Open56.74Pre Close5 Volume60 Open Interest85.00Strike Price27.67KTurnover498.16%IV3.17%PremiumOct 18, 2024Expiry Date51.03Intrinsic Value100Multiplier3DDays to Expiry4.31Extrinsic Value100Contract SizeAmericanOptions Type0.8901Delta0.0029Gamma2.46Leverage Ratio-1.8272Theta0.0060Rho2.19Eff Leverage0.0244Vega