0.30Open0.50Pre Close897 Volume644 Open Interest87.50Strike Price26.91KTurnover26.61%IV8.70%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0926Delta0.0247Gamma318.37Leverage Ratio-0.0206Theta-0.0056Rho-29.50Eff Leverage0.0419Vega