2.75Open1.65Pre Close81 Volume576 Open Interest22.50Strike Price26.85KTurnover83.38%IV0.87%PremiumJan 17, 2025Expiry Date2.90Intrinsic Value100Multiplier11DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.8232Delta0.0714Gamma7.70Leverage Ratio-0.0463Theta0.0052Rho6.34Eff Leverage0.0113Vega