7.25Open11.10Pre Close37 Volume36 Open Interest390.00Strike Price27.99KTurnover30.72%IV0.79%PremiumOct 25, 2024Expiry Date3.89Intrinsic Value100Multiplier3DDays to Expiry3.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6080Delta0.0353Gamma56.57Leverage Ratio-0.7127Theta-0.0183Rho-34.39Eff Leverage0.1365Vega