11.00Open2.15Pre Close20 Volume14 Open Interest787.50Strike Price26.53KTurnover57.32%IV-0.93%PremiumAug 2, 2024Expiry Date21.47Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8862Delta0.0120Gamma35.59Leverage Ratio-3.0361Theta-0.0082Rho-31.54Eff Leverage0.0542Vega