0.40Open0.47Pre Close857 Volume138 Open Interest7.00Strike Price26.78KTurnover94.13%IV3.34%PremiumOct 25, 2024Expiry Date0.12Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.5435Delta0.5540Gamma19.66Leverage Ratio-0.0333Theta-0.0005Rho-10.68Eff Leverage0.0030Vega