6.50Open5.10Pre Close24 Volume2 Open Interest802.50Strike Price25.86KTurnover34.23%IV1.09%PremiumAug 2, 2024Expiry Date3.44Intrinsic Value100Multiplier3DDays to Expiry8.73Extrinsic Value100Contract SizeAmericanOptions Type-0.5346Delta0.0138Gamma61.00Leverage Ratio-1.4505Theta-0.0442Rho-32.61Eff Leverage0.3349Vega