26.32Open26.85Pre Close1 Volume1.10K Open Interest70.00Strike Price2.63KTurnover197.95%IV0.41%PremiumSep 20, 2024Expiry Date26.14Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.9922Delta0.0036Gamma1.68Leverage Ratio-0.0100Theta-0.0024Rho-1.66Eff Leverage0.0009Vega