0.05Open0.16Pre Close6 Volume727 Open Interest197.50Strike Price28.00Turnover85.45%IV3.35%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0365Delta0.0231Gamma3823.00Leverage Ratio-0.7949Theta0.0000Rho139.48Eff Leverage0.0032Vega