0.22Open0.22Pre Close993 Volume1.75K Open Interest34.00Strike Price27.40KTurnover11.17%IV0.12%PremiumDec 27, 2024Expiry Date0.35Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8503Delta0.6597Gamma88.08Leverage Ratio-0.0167Theta0.0024Rho74.89Eff Leverage0.0073Vega