10.53Open15.95Pre Close20 Volume144 Open Interest550.00Strike Price27.20KTurnover33.77%IV0.91%PremiumAug 2, 2024Expiry Date11.29Intrinsic Value100Multiplier2DDays to Expiry4.88Extrinsic Value100Contract SizeAmericanOptions Type-0.7444Delta0.0198Gamma39.68Leverage Ratio-0.8765Theta-0.0287Rho-29.54Eff Leverage0.1559Vega