21.90Open20.95Pre Close12 Volume226 Open Interest125.00Strike Price26.26KTurnover22.91%IV0.78%PremiumJan 17, 2025Expiry Date20.67Intrinsic Value100Multiplier25DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type0.9959Delta0.0014Gamma6.92Leverage Ratio-0.0168Theta0.0841Rho6.89Eff Leverage0.0046Vega