6.50Open5.10Pre Close24 Volume2 Open Interest802.50Strike Price25.86KTurnover33.89%IV1.09%PremiumAug 2, 2024Expiry Date3.44Intrinsic Value100Multiplier4DDays to Expiry8.73Extrinsic Value100Contract SizeAmericanOptions Type-0.5345Delta0.0138Gamma61.00Leverage Ratio-1.4181Theta-0.0451Rho-32.60Eff Leverage0.3384Vega