6.15Open3.50Pre Close37 Volume105 Open Interest61.00Strike Price27.79KTurnover141.55%IV0.26%PremiumJul 19, 2024Expiry Date8.72Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8647Delta0.0241Gamma7.42Leverage Ratio-0.3231Theta0.0042Rho6.41Eff Leverage0.0138Vega