5.40Open4.61Pre Close64 Volume1.70K Open Interest17.50Strike Price27.71KTurnover101.88%IV0.62%PremiumDec 20, 2024Expiry Date3.42Intrinsic Value100Multiplier6DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9161Delta0.0539Gamma5.89Leverage Ratio-0.0344Theta0.0028Rho5.40Eff Leverage0.0043Vega