0.07Open0.09Pre Close2.78K Volume2.94K Open Interest4.50Strike Price14.26KTurnover3134.75%IV0.68%PremiumOct 4, 2024Expiry Date0.08Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8078Delta2.8588Gamma46.53Leverage Ratio-75.4105Theta0.0000Rho-37.58Eff Leverage0.0000Vega