7.50Open7.60Pre Close35 Volume62 Open Interest77.50Strike Price26.56KTurnover56.17%IV3.55%PremiumDec 20, 2024Expiry Date5.15Intrinsic Value100Multiplier24DDays to Expiry2.57Extrinsic Value100Contract SizeAmericanOptions Type-0.6534Delta0.0360Gamma10.05Leverage Ratio-0.0756Theta-0.0298Rho-6.57Eff Leverage0.0680Vega