0.01Open0.05Pre Close28 Volume682 Open Interest42.50Strike Price28.00Turnover211.95%IV1.78%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0507Delta0.2220Gamma4326.00Leverage Ratio-2.4428Theta0.0000Rho-219.19Eff Leverage0.0002Vega