7.85Open9.27Pre Close42 Volume63 Open Interest340.00Strike Price27.35KTurnover33.44%IV0.95%PremiumJul 26, 2024Expiry Date2.64Intrinsic Value100Multiplier3DDays to Expiry3.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5864Delta0.0359Gamma58.93Leverage Ratio-0.6472Theta-0.0170Rho-34.55Eff Leverage0.1267Vega