7.85Open9.27Pre Close42 Volume63 Open Interest340.00Strike Price27.35KTurnover33.86%IV0.93%PremiumJul 26, 2024Expiry Date2.72Intrinsic Value100Multiplier3DDays to Expiry3.13Extrinsic Value100Contract SizeAmericanOptions Type-0.5785Delta0.0356Gamma57.17Leverage Ratio-0.6589Theta-0.0168Rho-33.07Eff Leverage0.1275Vega