0.43Open0.70Pre Close797 Volume1.22K Open Interest12.50Strike Price27.86KTurnover83.81%IV4.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.4499Delta0.3534Gamma34.17Leverage Ratio-0.0553Theta0.0006Rho15.37Eff Leverage0.0053Vega