3.40Open3.05Pre Close62 Volume237 Open Interest121.00Strike Price26.63KTurnover86.47%IV0.85%PremiumDec 6, 2024Expiry Date3.50Intrinsic Value100Multiplier1DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6961Delta0.0637Gamma26.26Leverage Ratio-1.0205Theta-0.0023Rho-18.28Eff Leverage0.0222Vega