6.15Open3.50Pre Close37 Volume105 Open Interest61.00Strike Price27.79KTurnover146.35%IV0.26%PremiumJul 19, 2024Expiry Date8.72Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8645Delta0.0241Gamma7.42Leverage Ratio-0.3441Theta0.0040Rho6.41Eff Leverage0.0134Vega