3.94Open3.50Pre Close64 Volume112 Open Interest68.00Strike Price26.72KTurnover4164.14%IV0.44%PremiumJan 3, 2025Expiry Date4.15Intrinsic Value100Multiplier-1DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.8296Delta0.0547Gamma16.98Leverage Ratio-678.5391Theta0.0000Rho14.08Eff Leverage0.0003Vega