0.12Open0.11Pre Close2.93K Volume8.72K Open Interest2.50Strike Price26.62KTurnover91.05%IV3.42%PremiumJul 26, 2024Expiry Date0.02Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.4894Delta1.8080Gamma27.61Leverage Ratio-0.0137Theta-0.0001Rho-13.51Eff Leverage0.0010Vega