1.29Open1.37Pre Close225 Volume93 Open Interest22.00Strike Price26.77KTurnover108.84%IV4.42%PremiumNov 29, 2024Expiry Date0.38Intrinsic Value100Multiplier5DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type0.5795Delta0.1323Gamma16.28Leverage Ratio-0.1144Theta0.0017Rho9.43Eff Leverage0.0106Vega