0.50Open0.37Pre Close406 Volume1.89K Open Interest34.50Strike Price27.86KTurnover41.74%IV0.93%PremiumJul 19, 2024Expiry Date0.91Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.7324Delta0.2015Gamma29.02Leverage Ratio-0.0664Theta0.0030Rho21.26Eff Leverage0.0129Vega