0.35Open0.85Pre Close1.53K Volume4.34K Open Interest510.00Strike Price27.95KTurnover40.54%IV5.10%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0166Delta0.0031Gamma6716.63Leverage Ratio-0.0800Theta-0.0003Rho-111.61Eff Leverage0.0136Vega