0.15Open0.14Pre Close555 Volume1.38K Open Interest49.50Strike Price27.50KTurnover34.27%IV0.35%PremiumDec 6, 2024Expiry Date0.60Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6847Delta0.2992Gamma58.92Leverage Ratio-0.1251Theta-0.0016Rho-40.34Eff Leverage0.0124Vega