0.54Open0.67Pre Close264 Volume2.44K Open Interest49.00Strike Price26.71KTurnover34.54%IV1.37%PremiumAug 2, 2024Expiry Date0.03Intrinsic Value100Multiplier3DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type-0.4674Delta0.2434Gamma74.20Leverage Ratio-0.1008Theta-0.0020Rho-34.68Eff Leverage0.0188Vega