23.93Open23.05Pre Close11 Volume483 Open Interest197.50Strike Price26.44KTurnover63.96%IV0.15%PremiumAug 16, 2024Expiry Date23.76Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.9870Delta0.0029Gamma9.25Leverage Ratio-0.0758Theta0.0130Rho9.13Eff Leverage0.0061Vega