0.77Open0.37Pre Close346 Volume1.40K Open Interest7.00Strike Price26.71KTurnover145.62%IV3.81%PremiumNov 15, 2024Expiry Date0.08Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.5652Delta0.5429Gamma21.45Leverage Ratio-0.0950Theta0.0002Rho12.13Eff Leverage0.0020Vega