2.80Open2.85Pre Close105 Volume31 Open Interest25.00Strike Price26.57KTurnover79.40%IV2.97%PremiumAug 16, 2024Expiry Date2.12Intrinsic Value100Multiplier15DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.6709Delta0.0961Gamma8.10Leverage Ratio-0.0414Theta-0.0068Rho-5.43Eff Leverage0.0173Vega