4.75Open3.30Pre Close57 Volume753 Open Interest439.00Strike Price28.36KTurnover20.90%IV0.48%PremiumDec 20, 2024Expiry Date2.76Intrinsic Value100Multiplier3DDays to Expiry2.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6465Delta0.0440Gamma90.88Leverage Ratio-0.5013Theta-0.0218Rho-58.75Eff Leverage0.1514Vega