7.85Open9.27Pre Close42 Volume63 Open Interest340.00Strike Price27.35KTurnover33.78%IV0.99%PremiumJul 26, 2024Expiry Date2.50Intrinsic Value100Multiplier3DDays to Expiry3.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5814Delta0.0357Gamma59.21Leverage Ratio-0.6567Theta-0.0169Rho-34.42Eff Leverage0.1271Vega