26.90Open26.90Pre Close0 Volume4 Open Interest105.00Strike Price0.00Turnover97.31%IV2.98%PremiumJan 17, 2025Expiry Date23.08Intrinsic Value100Multiplier6DDays to Expiry3.82Extrinsic Value100Contract SizeAmericanOptions Type0.9465Delta0.0066Gamma5.44Leverage Ratio-0.1433Theta0.0171Rho5.15Eff Leverage0.0185Vega