0.72Open0.86Pre Close511 Volume187 Open Interest19.50Strike Price27.51KTurnover40.85%IV0.75%PremiumOct 4, 2024Expiry Date0.39Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6998Delta0.4344Gamma35.84Leverage Ratio-0.0434Theta0.0013Rho25.08Eff Leverage0.0068Vega