2.86Open8.56Pre Close103 Volume51 Open Interest202.50Strike Price26.06KTurnover48.22%IV0.26%PremiumNov 29, 2024Expiry Date2.46Intrinsic Value100Multiplier1DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.7158Delta0.0761Gamma62.58Leverage Ratio-1.0537Theta0.0029Rho44.80Eff Leverage0.0313Vega