0.11Open0.13Pre Close987 Volume52 Open Interest71.00Strike Price27.56KTurnover34.90%IV1.89%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.2589Delta0.1829Gamma257.50Leverage Ratio-0.1711Theta-0.0009Rho-66.66Eff Leverage0.0164Vega