27.75Open15.67Pre Close10 Volume99 Open Interest390.00Strike Price27.73KTurnover55.78%IV0.18%PremiumDec 20, 2024Expiry Date27.05Intrinsic Value100Multiplier4DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.8652Delta0.0096Gamma12.78Leverage Ratio-0.4842Theta-0.0351Rho-11.06Eff Leverage0.0890Vega