0.25Open0.28Pre Close758 Volume519 Open Interest26.50Strike Price26.59KTurnover56.49%IV1.39%PremiumJul 26, 2024Expiry Date0.16Intrinsic Value100Multiplier1DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5858Delta0.3928Gamma53.32Leverage Ratio-0.1528Theta0.0007Rho31.24Eff Leverage0.0068Vega