0.65Open0.60Pre Close445 Volume17.89K Open Interest37.00Strike Price26.81KTurnover20.70%IV2.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3820Delta0.2846Gamma104.34Leverage Ratio-0.0243Theta0.0043Rho39.86Eff Leverage0.0247Vega