0.30Open1.00Pre Close406 Volume986 Open Interest99.00Strike Price27.77KTurnover47.64%IV0.74%PremiumNov 29, 2024Expiry Date0.20Intrinsic Value100Multiplier1DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type-0.5305Delta0.1824Gamma101.86Leverage Ratio-0.5617Theta-0.0011Rho-54.04Eff Leverage0.0182Vega