27.90Open27.90Pre Close10 Volume0 Open Interest320.00Strike Price27.64KTurnover47.31%IV3.05%PremiumNov 15, 2024Expiry Date18.49Intrinsic Value100Multiplier22DDays to Expiry9.21Extrinsic Value100Contract SizeAmericanOptions Type-0.6671Delta0.0104Gamma12.01Leverage Ratio-0.2649Theta-0.1157Rho-8.01Eff Leverage0.2718Vega