0.84Open0.94Pre Close226 Volume332 Open Interest93.00Strike Price27.28KTurnover28.85%IV0.58%PremiumDec 6, 2024Expiry Date1.15Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.6637Delta0.1280Gamma57.41Leverage Ratio-0.1441Theta0.0067Rho38.10Eff Leverage0.0361Vega