0.62Open0.67Pre Close437 Volume698 Open Interest11.00Strike Price26.94KTurnover191.95%IV0.79%PremiumJul 26, 2024Expiry Date0.46Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7074Delta0.3690Gamma17.91Leverage Ratio-0.2504Theta0.0001Rho12.67Eff Leverage0.0017Vega