0.54Open0.67Pre Close264 Volume2.44K Open Interest49.00Strike Price26.71KTurnover35.11%IV1.78%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4701Delta0.2397Gamma86.27Leverage Ratio-0.1026Theta-0.0020Rho-40.56Eff Leverage0.0188Vega