6.85Open5.90Pre Close39 Volume550 Open Interest75.00Strike Price27.32KTurnover194.33%IV3.85%PremiumDec 6, 2024Expiry Date4.02Intrinsic Value100Multiplier2DDays to Expiry3.04Extrinsic Value100Contract SizeAmericanOptions Type0.6569Delta0.0286Gamma10.86Leverage Ratio-1.0279Theta0.0031Rho7.13Eff Leverage0.0243Vega