7.85Open9.27Pre Close42 Volume63 Open Interest340.00Strike Price27.35KTurnover34.10%IV0.99%PremiumJul 26, 2024Expiry Date2.51Intrinsic Value100Multiplier3DDays to Expiry3.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5793Delta0.0353Gamma59.21Leverage Ratio-0.6639Theta-0.0168Rho-34.30Eff Leverage0.1273Vega