0.65Open0.60Pre Close445 Volume17.89K Open Interest37.00Strike Price26.81KTurnover20.15%IV2.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3824Delta0.2852Gamma104.34Leverage Ratio-0.0232Theta0.0045Rho39.91Eff Leverage0.0253Vega