0.01Open0.04Pre Close28 Volume79 Open Interest594.00Strike Price28.00Turnover344.27%IV1.77%PremiumDec 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeEuropeanOptions Type-0.0070Delta0.0045Gamma60471.00Leverage Ratio-26.4403Theta0.0000Rho-422.81Eff Leverage0.0002Vega