0.65Open0.60Pre Close445 Volume17.89K Open Interest37.00Strike Price26.81KTurnover20.23%IV2.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3824Delta0.2851Gamma104.34Leverage Ratio-0.0233Theta0.0045Rho39.90Eff Leverage0.0252Vega