0.80Open0.53Pre Close276 Volume711 Open Interest22.00Strike Price27.61KTurnover80.54%IV2.48%PremiumAug 23, 2024Expiry Date0.54Intrinsic Value100Multiplier4DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.6242Delta0.1827Gamma20.04Leverage Ratio-0.0888Theta0.0017Rho12.51Eff Leverage0.0098Vega