0.17Open0.20Pre Close2.44K Volume5.08K Open Interest71.00Strike Price26.76KTurnover61.26%IV8.12%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0620Delta0.0379Gamma773.41Leverage Ratio-0.0671Theta0.0003Rho47.95Eff Leverage0.0064Vega