0.30Open0.20Pre Close1.33K Volume1.28K Open Interest15.00Strike Price27.61KTurnover602.29%IV0.27%PremiumOct 4, 2024Expiry Date0.01Intrinsic Value100Multiplier-2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.4520Delta2.6883Gamma300.20Leverage Ratio-30.7732Theta0.0000Rho135.70Eff Leverage0.0001Vega