0.09Open0.12Pre Close3.89K Volume3.56K Open Interest3.50Strike Price26.77KTurnover61.08%IV4.55%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.3745Delta1.7234Gamma61.91Leverage Ratio-0.0111Theta0.0001Rho23.19Eff Leverage0.0014Vega