0.65Open0.60Pre Close445 Volume17.89K Open Interest37.00Strike Price26.81KTurnover20.54%IV2.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3821Delta0.2848Gamma104.34Leverage Ratio-0.0240Theta0.0043Rho39.87Eff Leverage0.0249Vega