2.65Open2.47Pre Close100 Volume103 Open Interest4.00Strike Price26.50KTurnover3661.64%IV0.15%PremiumAug 9, 2024Expiry Date2.64Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9444Delta0.0471Gamma2.45Leverage Ratio-3.7156Theta0.0000Rho2.32Eff Leverage0.0001Vega