15.90Open16.96Pre Close18 Volume158 Open Interest380.00Strike Price26.59KTurnover35.20%IV0.60%PremiumOct 11, 2024Expiry Date12.54Intrinsic Value100Multiplier4DDays to Expiry2.36Extrinsic Value100Contract SizeAmericanOptions Type0.8213Delta0.0182Gamma27.74Leverage Ratio-0.5219Theta0.0333Rho22.78Eff Leverage0.1065Vega