0.24Open0.22Pre Close789 Volume2.91K Open Interest5.00Strike Price26.77KTurnover76.30%IV0.37%PremiumDec 27, 2024Expiry Date0.37Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8861Delta0.5888Gamma13.77Leverage Ratio-0.0130Theta0.0003Rho12.20Eff Leverage0.0008Vega