0.65Open3.05Pre Close502 Volume32 Open Interest160.00Strike Price26.69KTurnover26.55%IV0.26%PremiumJul 26, 2024Expiry Date0.88Intrinsic Value100Multiplier0DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.7580Delta0.2527Gamma151.54Leverage Ratio-0.6075Theta-0.0009Rho-114.87Eff Leverage0.0146Vega