5.95Open6.66Pre Close52 Volume8 Open Interest102.00Strike Price26.44KTurnover65.70%IV1.51%PremiumAug 2, 2024Expiry Date2.08Intrinsic Value100Multiplier3DDays to Expiry1.57Extrinsic Value100Contract SizeAmericanOptions Type0.6629Delta0.0538Gamma26.35Leverage Ratio-0.3809Theta0.0064Rho17.47Eff Leverage0.0377Vega