39.47Open42.50Pre Close8 Volume509 Open Interest587.50Strike Price27.10KTurnover42.37%IV-0.67%PremiumDec 20, 2024Expiry Date37.70Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9402Delta0.0048Gamma16.03Leverage Ratio-0.4682Theta0.0476Rho15.07Eff Leverage0.0690Vega