21.29Open21.74Pre Close11 Volume74 Open Interest560.00Strike Price26.63KTurnover33.37%IV0.60%PremiumAug 2, 2024Expiry Date21.29Intrinsic Value100Multiplier2DDays to Expiry3.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8964Delta0.0116Gamma24.57Leverage Ratio-0.3913Theta-0.0300Rho-22.02Eff Leverage0.0881Vega