5.50Open5.80Pre Close50 Volume37 Open Interest22.50Strike Price27.77KTurnover90.11%IV2.03%PremiumSep 20, 2024Expiry Date5.25Intrinsic Value100Multiplier28DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.8262Delta0.0621Gamma3.14Leverage Ratio-0.0176Theta-0.0110Rho-2.59Eff Leverage0.0122Vega