30.59Open30.96Pre Close9 Volume253 Open Interest220.00Strike Price27.58KTurnover3730.07%IV0.43%PremiumNov 29, 2024Expiry Date29.72Intrinsic Value100Multiplier0DDays to Expiry1.08Extrinsic Value100Contract SizeAmericanOptions Type0.9824Delta0.0028Gamma8.28Leverage Ratio-307.6007Theta0.0000Rho8.14Eff Leverage0.0002Vega