0.61Open0.43Pre Close472 Volume1.67K Open Interest17.75Strike Price27.40KTurnover30.82%IV0.22%PremiumJul 19, 2024Expiry Date0.56Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8343Delta0.4098Gamma29.30Leverage Ratio-0.0201Theta0.0017Rho24.44Eff Leverage0.0049Vega