0.04Open0.06Pre Close7 Volume466 Open Interest33.00Strike Price28.00Turnover27.97%IV1.66%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1941Delta0.4883Gamma541.67Leverage Ratio-0.0536Theta0.0002Rho105.14Eff Leverage0.0055Vega