0.05Open0.15Pre Close2.04K Volume3.76K Open Interest4.00Strike Price27.55KTurnover99.09%IV24.17%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2734Delta0.3947Gamma26.48Leverage Ratio-0.0060Theta0.0005Rho7.24Eff Leverage0.0028Vega