0.43Open0.30Pre Close269 Volume407 Open Interest27.50Strike Price27.99KTurnover51.06%IV0.85%PremiumDec 6, 2024Expiry Date0.85Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.7304Delta0.2217Gamma25.43Leverage Ratio-0.0690Theta0.0021Rho18.57Eff Leverage0.0096Vega