0.45Open0.51Pre Close940 Volume465 Open Interest29.00Strike Price26.68KTurnover28.00%IV1.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5073Delta0.4773Gamma86.54Leverage Ratio-0.0480Theta0.0015Rho43.90Eff Leverage0.0119Vega