0.65Open0.60Pre Close445 Volume17.89K Open Interest37.00Strike Price26.81KTurnover20.62%IV2.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3821Delta0.2847Gamma104.34Leverage Ratio-0.0242Theta0.0043Rho39.86Eff Leverage0.0248Vega