0.45Open0.51Pre Close940 Volume674 Open Interest29.00Strike Price26.68KTurnover30.04%IV1.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5065Delta0.4762Gamma86.54Leverage Ratio-0.0555Theta0.0013Rho43.84Eff Leverage0.0111Vega