3.35Open2.64Pre Close78 Volume2.99K Open Interest25.00Strike Price27.35KTurnover107.56%IV0.84%PremiumDec 20, 2024Expiry Date3.47Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.9126Delta0.0706Gamma6.06Leverage Ratio-0.0442Theta-0.0018Rho-5.53Eff Leverage0.0034Vega