5.50Open4.30Pre Close50 Volume264 Open Interest40.00Strike Price27.50KTurnover71.84%IV4.00%PremiumDec 20, 2024Expiry Date3.75Intrinsic Value100Multiplier20DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.7351Delta0.0442Gamma8.50Leverage Ratio-0.0636Theta0.0150Rho6.24Eff Leverage0.0338Vega