14.29Open14.55Pre Close17 Volume90 Open Interest155.00Strike Price26.71KTurnover87.05%IV0.64%PremiumJul 26, 2024Expiry Date14.82Intrinsic Value100Multiplier2DDays to Expiry1.08Extrinsic Value100Contract SizeAmericanOptions Type0.8967Delta0.0141Gamma10.94Leverage Ratio-0.4120Theta0.0101Rho9.81Eff Leverage0.0262Vega