0.07Open0.02Pre Close3.84K Volume11.85K Open Interest26.50Strike Price27.70KTurnover40.77%IV2.51%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1186Delta0.3815Gamma862.67Leverage Ratio-0.0578Theta0.0001Rho102.31Eff Leverage0.0025Vega