0.30Open0.66Pre Close822 Volume2.63K Open Interest15.00Strike Price26.68KTurnover155.64%IV2.37%PremiumDec 6, 2024Expiry Date0.35Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5727Delta0.2984Gamma20.20Leverage Ratio-0.2905Theta-0.0003Rho-11.57Eff Leverage0.0033Vega