0.62Open0.67Pre Close437 Volume698 Open Interest11.00Strike Price26.94KTurnover180.80%IV0.79%PremiumJul 26, 2024Expiry Date0.46Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7075Delta0.3691Gamma17.91Leverage Ratio-0.2223Theta0.0002Rho12.67Eff Leverage0.0018Vega