0.15Open0.21Pre Close1.85K Volume913 Open Interest7.50Strike Price27.57KTurnover32.22%IV0.65%PremiumAug 2, 2024Expiry Date0.15Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7927Delta1.4931Gamma43.71Leverage Ratio-0.0137Theta0.0004Rho34.65Eff Leverage0.0017Vega