0.31Open0.13Pre Close587 Volume1.96K Open Interest11.00Strike Price26.80KTurnover65.02%IV2.26%PremiumAug 9, 2024Expiry Date0.16Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5745Delta0.4967Gamma26.78Leverage Ratio-0.0347Theta-0.0008Rho-15.38Eff Leverage0.0048Vega