26.91Open31.10Pre Close1 Volume68 Open Interest255.00Strike Price2.69KTurnover143.88%IV0.15%PremiumSep 27, 2024Expiry Date26.48Intrinsic Value100Multiplier1DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.9392Delta0.0066Gamma10.43Leverage Ratio-1.4530Theta0.0049Rho9.79Eff Leverage0.0154Vega