1.40Open1.50Pre Close405 Volume414 Open Interest58.00Strike Price26.96KTurnover36.23%IV0.95%PremiumDec 6, 2024Expiry Date0.08Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.5772Delta0.2390Gamma88.67Leverage Ratio-0.1711Theta0.0020Rho51.18Eff Leverage0.0177Vega