26.60Open26.30Pre Close1 Volume1.38K Open Interest40.00Strike Price2.66KTurnover168.12%IV2.35%PremiumJan 17, 2025Expiry Date25.07Intrinsic Value100Multiplier11DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type0.9663Delta0.0040Gamma2.56Leverage Ratio-0.0668Theta0.0111Rho2.47Eff Leverage0.0084Vega