4.61Open5.51Pre Close64 Volume148 Open Interest165.00Strike Price26.25KTurnover25.94%IV0.55%PremiumJul 19, 2024Expiry Date3.03Intrinsic Value100Multiplier3DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type0.7602Delta0.0683Gamma44.51Leverage Ratio-0.2022Theta0.0135Rho33.84Eff Leverage0.0545Vega