6.29Open4.80Pre Close37 Volume123 Open Interest227.50Strike Price26.09KTurnover22.88%IV0.28%PremiumJul 26, 2024Expiry Date6.63Intrinsic Value100Multiplier4DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.8705Delta0.0399Gamma32.01Leverage Ratio-0.1040Theta-0.0173Rho-27.87Eff Leverage0.0524Vega