0.35Open0.25Pre Close804 Volume13.20K Open Interest10.00Strike Price27.76KTurnover38.23%IV0.10%PremiumJan 10, 2025Expiry Date0.26Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8609Delta0.9596Gamma35.42Leverage Ratio-0.0142Theta-0.0003Rho-30.49Eff Leverage0.0014Vega