0.55Open0.65Pre Close102 Volume26 Open Interest442.50Strike Price29.01KTurnover19.97%IV0.24%PremiumDec 27, 2024Expiry Date3.71Intrinsic Value100Multiplier1DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type0.8215Delta0.0635Gamma107.52Leverage Ratio-0.7368Theta0.0077Rho88.32Eff Leverage0.0537Vega