6.60Open6.40Pre Close73 Volume160 Open Interest272.50Strike Price28.45KTurnover21.99%IV0.72%PremiumOct 11, 2024Expiry Date1.51Intrinsic Value100Multiplier4DDays to Expiry1.98Extrinsic Value100Contract SizeAmericanOptions Type0.5928Delta0.0615Gamma79.42Leverage Ratio-0.3474Theta0.0175Rho47.08Eff Leverage0.1114Vega