6.60Open6.40Pre Close71 Volume160 Open Interest272.50Strike Price27.75KTurnover22.25%IV0.73%PremiumOct 11, 2024Expiry Date1.41Intrinsic Value100Multiplier4DDays to Expiry1.99Extrinsic Value100Contract SizeAmericanOptions Type0.6158Delta0.0597Gamma81.76Leverage Ratio-0.3463Theta0.0182Rho50.35Eff Leverage0.1099Vega