0.60Open0.56Pre Close492 Volume1.86K Open Interest7.00Strike Price28.32KTurnover66.98%IV1.21%PremiumJan 17, 2025Expiry Date0.42Intrinsic Value100Multiplier5DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7829Delta0.4995Gamma14.84Leverage Ratio-0.0179Theta0.0007Rho11.62Eff Leverage0.0026Vega