7.25Open11.10Pre Close37 Volume36 Open Interest390.00Strike Price27.99KTurnover30.72%IV0.83%PremiumOct 25, 2024Expiry Date3.75Intrinsic Value100Multiplier3DDays to Expiry3.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6080Delta0.0353Gamma59.88Leverage Ratio-0.7127Theta-0.0183Rho-36.41Eff Leverage0.1365Vega