2.65Open2.67Pre Close98 Volume3.58K Open Interest15.00Strike Price26.34KTurnover163.64%IV0.40%PremiumDec 20, 2024Expiry Date2.60Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.9402Delta0.0776Gamma4.63Leverage Ratio-0.0302Theta-0.0007Rho-4.35Eff Leverage0.0011Vega