0.03Open0.04Pre Close6 Volume15 Open Interest36.00Strike Price28.00Turnover31.19%IV3.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1163Delta0.2200Gamma698.00Leverage Ratio-0.0330Theta0.0003Rho81.18Eff Leverage0.0056Vega