0.03Open0.05Pre Close11 Volume215 Open Interest155.00Strike Price28.00Turnover70.49%IV9.18%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0117Delta0.0042Gamma5687.67Leverage Ratio-0.0300Theta-0.0001Rho-66.71Eff Leverage0.0032Vega