0.05Open0.06Pre Close4.24K Volume8.34K Open Interest13.00Strike Price27.86KTurnover74.56%IV6.70%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1552Delta0.3427Gamma222.55Leverage Ratio-0.0374Theta0.0001Rho34.54Eff Leverage0.0022Vega