0.05Open0.06Pre Close2.46K Volume2.65K Open Interest51.00Strike Price26.45KTurnover20.00%IV1.43%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1334Delta0.3601Gamma1258.00Leverage Ratio-0.0392Theta0.0002Rho167.85Eff Leverage0.0064Vega