23.93Open23.05Pre Close11 Volume483 Open Interest197.50Strike Price26.44KTurnover68.17%IV0.12%PremiumAug 16, 2024Expiry Date23.85Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.9819Delta0.0036Gamma9.27Leverage Ratio-0.1003Theta0.0129Rho9.10Eff Leverage0.0081Vega