0.60Open0.55Pre Close511 Volume485 Open Interest8.00Strike Price26.69KTurnover125.77%IV1.64%PremiumDec 6, 2024Expiry Date0.68Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7511Delta0.3616Gamma9.15Leverage Ratio-0.0426Theta-0.0005Rho-6.87Eff Leverage0.0022Vega