0.40Open0.28Pre Close795 Volume734 Open Interest250.00Strike Price27.67KTurnover56.19%IV10.12%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0490Delta0.0080Gamma891.65Leverage Ratio-0.1527Theta0.0011Rho43.69Eff Leverage0.0230Vega