0.65Open0.60Pre Close445 Volume17.89K Open Interest37.00Strike Price26.81KTurnover20.08%IV2.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3825Delta0.2853Gamma104.34Leverage Ratio-0.0230Theta0.0045Rho39.91Eff Leverage0.0254Vega