6.60Open6.40Pre Close71 Volume160 Open Interest272.50Strike Price27.75KTurnover22.08%IV0.74%PremiumOct 11, 2024Expiry Date1.38Intrinsic Value100Multiplier4DDays to Expiry2.02Extrinsic Value100Contract SizeAmericanOptions Type0.6208Delta0.0599Gamma82.37Leverage Ratio-0.3425Theta0.0184Rho51.13Eff Leverage0.1096Vega