0.15Open0.14Pre Close555 Volume1.38K Open Interest49.50Strike Price27.50KTurnover34.65%IV0.35%PremiumDec 6, 2024Expiry Date0.60Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6848Delta0.2992Gamma58.92Leverage Ratio-0.1284Theta-0.0015Rho-40.35Eff Leverage0.0122Vega