0.96Open2.06Pre Close418 Volume182 Open Interest79.00Strike Price27.56KTurnover23.39%IV1.09%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4332Delta0.2115Gamma131.01Leverage Ratio-0.1032Theta-0.0032Rho-56.75Eff Leverage0.0313Vega