5.07Open4.90Pre Close55 Volume947 Open Interest32.50Strike Price27.50KTurnover144.37%IV0.57%PremiumNov 22, 2024Expiry Date4.65Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.8945Delta0.0559Gamma5.80Leverage Ratio-0.1057Theta-0.0017Rho-5.19Eff Leverage0.0041Vega