6.60Open6.40Pre Close71 Volume160 Open Interest272.50Strike Price27.75KTurnover22.08%IV0.70%PremiumOct 11, 2024Expiry Date1.49Intrinsic Value100Multiplier4DDays to Expiry1.91Extrinsic Value100Contract SizeAmericanOptions Type0.6232Delta0.0597Gamma80.00Leverage Ratio-0.3419Theta0.0185Rho49.85Eff Leverage0.1094Vega