0.35Open0.36Pre Close626 Volume1.07K Open Interest12.00Strike Price26.89KTurnover104.44%IV3.20%PremiumJul 12, 2024Expiry Date0.12Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.5313Delta0.4099Gamma26.40Leverage Ratio-0.0979Theta-0.0004Rho-14.03Eff Leverage0.0037Vega