11.05Open1.77Pre Close36 Volume85 Open Interest113.00Strike Price26.95KTurnover108.25%IV3.64%PremiumOct 11, 2024Expiry Date0.92Intrinsic Value100Multiplier3DDays to Expiry4.08Extrinsic Value100Contract SizeAmericanOptions Type-0.5133Delta0.0370Gamma23.47Leverage Ratio-0.8164Theta-0.0047Rho-12.05Eff Leverage0.0397Vega