0.07Open0.11Pre Close1.38K Volume2.67K Open Interest145.00Strike Price27.61KTurnover23.93%IV2.20%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1440Delta0.0852Gamma728.56Leverage Ratio-0.1296Theta0.0012Rho104.89Eff Leverage0.0252Vega