39.24Open31.90Pre Close7 Volume129 Open Interest830.00Strike Price28.20KTurnover45.07%IV0.34%PremiumDec 13, 2024Expiry Date34.42Intrinsic Value100Multiplier2DDays to Expiry2.68Extrinsic Value100Contract SizeAmericanOptions Type-0.8779Delta0.0076Gamma22.33Leverage Ratio-1.1167Theta-0.0335Rho-19.61Eff Leverage0.1208Vega