6.15Open3.50Pre Close37 Volume105 Open Interest61.00Strike Price27.79KTurnover148.12%IV0.26%PremiumJul 19, 2024Expiry Date8.72Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8644Delta0.0241Gamma7.42Leverage Ratio-0.3519Theta0.0039Rho6.41Eff Leverage0.0133Vega