25.35Open28.57Pre Close11 Volume89 Open Interest145.00Strike Price28.02KTurnover370.98%IV0.29%PremiumDec 13, 2024Expiry Date25.00Intrinsic Value100Multiplier0DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.9392Delta0.0067Gamma6.67Leverage Ratio-3.5203Theta0.0011Rho6.26Eff Leverage0.0059Vega