2.53Open2.27Pre Close131 Volume422 Open Interest27.00Strike Price27.59KTurnover64.14%IV1.80%PremiumDec 6, 2024Expiry Date1.56Intrinsic Value100Multiplier4DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.8211Delta0.1360Gamma15.56Leverage Ratio-0.0662Theta0.0024Rho12.78Eff Leverage0.0078Vega