0.14Open0.13Pre Close4.11K Volume11.36K Open Interest10.00Strike Price26.57KTurnover19.76%IV0.80%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.4420Delta2.3954Gamma182.18Leverage Ratio-0.0139Theta-0.0003Rho-80.52Eff Leverage0.0033Vega