11.81Open7.00Pre Close24 Volume8 Open Interest175.00Strike Price27.75KTurnover34.05%IV1.37%PremiumDec 20, 2024Expiry Date9.22Intrinsic Value100Multiplier27DDays to Expiry2.53Extrinsic Value100Contract SizeAmericanOptions Type0.7381Delta0.0192Gamma14.62Leverage Ratio-0.1187Theta0.0904Rho10.79Eff Leverage0.1623Vega