27.80Open20.15Pre Close10 Volume42 Open Interest662.50Strike Price27.80KTurnover40.45%IV0.94%PremiumJul 26, 2024Expiry Date21.79Intrinsic Value100Multiplier1DDays to Expiry6.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8666Delta0.0130Gamma28.04Leverage Ratio-0.9326Theta-0.0197Rho-24.30Eff Leverage0.0895Vega
JonSnow : Source?
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