6.24Open5.46Pre Close47 Volume104 Open Interest77.00Strike Price26.16KTurnover65.82%IV0.54%PremiumOct 4, 2024Expiry Date4.51Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.8240Delta0.0576Gamma14.79Leverage Ratio-0.1696Theta-0.0050Rho-12.19Eff Leverage0.0178Vega