2.40Open3.70Pre Close75 Volume95 Open Interest252.50Strike Price27.12KTurnover34.92%IV2.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry4.01Extrinsic Value100Contract SizeAmericanOptions Type0.4666Delta0.0439Gamma79.20Leverage Ratio-0.5112Theta0.0121Rho36.95Eff Leverage0.1031Vega