5.37Open5.00Pre Close48 Volume748 Open Interest135.00Strike Price27.97KTurnover44.98%IV4.04%PremiumDec 20, 2024Expiry Date0.83Intrinsic Value100Multiplier21DDays to Expiry5.49Extrinsic Value100Contract SizeAmericanOptions Type0.5532Delta0.0271Gamma21.22Leverage Ratio-0.1483Theta0.0393Rho11.74Eff Leverage0.1284Vega