21.29Open21.74Pre Close11 Volume74 Open Interest560.00Strike Price26.63KTurnover33.79%IV0.60%PremiumAug 2, 2024Expiry Date21.29Intrinsic Value100Multiplier2DDays to Expiry3.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8967Delta0.0115Gamma24.57Leverage Ratio-0.4005Theta-0.0293Rho-22.03Eff Leverage0.0867Vega