6.60Open6.40Pre Close71 Volume160 Open Interest272.50Strike Price27.75KTurnover21.97%IV0.77%PremiumOct 11, 2024Expiry Date1.30Intrinsic Value100Multiplier4DDays to Expiry2.10Extrinsic Value100Contract SizeAmericanOptions Type0.6225Delta0.0601Gamma81.73Leverage Ratio-0.3404Theta0.0184Rho50.88Eff Leverage0.1094Vega