10.53Open15.95Pre Close20 Volume144 Open Interest550.00Strike Price27.20KTurnover34.23%IV0.91%PremiumAug 2, 2024Expiry Date11.29Intrinsic Value100Multiplier2DDays to Expiry4.88Extrinsic Value100Contract SizeAmericanOptions Type-0.7446Delta0.0198Gamma39.68Leverage Ratio-0.9033Theta-0.0280Rho-29.55Eff Leverage0.1536Vega