3.30Open2.60Pre Close102 Volume3.32K Open Interest290.00Strike Price29.36KTurnover26.48%IV0.38%PremiumOct 18, 2024Expiry Date1.61Intrinsic Value100Multiplier1DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type0.6529Delta0.0870Gamma108.61Leverage Ratio-0.9634Theta0.0057Rho70.90Eff Leverage0.0592Vega
Silverbat : 25 basis points?