3.60Open0.30Pre Close84 Volume586 Open Interest45.00Strike Price26.20KTurnover74.74%IV15.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.3255Delta0.0462Gamma27.36Leverage Ratio-0.0594Theta0.0078Rho8.91Eff Leverage0.0375Vega