0.02Open0.06Pre Close10.65K Volume10.98K Open Interest604.00Strike Price27.65KTurnover224.53%IV3.06%PremiumDec 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0047Delta0.0020Gamma58610.00Leverage Ratio-4.1271Theta0.0000Rho276.09Eff Leverage0.0004Vega