0.60Open0.95Pre Close637 Volume1.18K Open Interest24.50Strike Price27.88KTurnover1146.71%IV0.77%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.2115Delta1.3933Gamma986.40Leverage Ratio-154.0519Theta0.0000Rho-208.65Eff Leverage0.0001Vega