0.79Open0.65Pre Close362 Volume1.62K Open Interest10.50Strike Price26.62KTurnover46.55%IV0.63%PremiumDec 6, 2024Expiry Date0.63Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8798Delta0.3515Gamma16.61Leverage Ratio-0.0137Theta0.0011Rho14.61Eff Leverage0.0025Vega