0.46Open0.57Pre Close549 Volume956 Open Interest61.00Strike Price26.69KTurnover40.08%IV0.82%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.4921Delta0.3446Gamma136.99Leverage Ratio-0.2928Theta0.0007Rho67.41Eff Leverage0.0115Vega