11.55Open9.10Pre Close46 Volume371 Open Interest99.00Strike Price28.75KTurnover45.26%IV0.09%PremiumAug 23, 2024Expiry Date5.26Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9938Delta0.0080Gamma19.76Leverage Ratio-0.0351Theta0.0021Rho19.64Eff Leverage0.0008Vega