12.75Open11.55Pre Close20 Volume1.27K Open Interest450.00Strike Price26.66KTurnover26.16%IV0.54%PremiumOct 18, 2024Expiry Date14.00Intrinsic Value100Multiplier3DDays to Expiry2.51Extrinsic Value100Contract SizeAmericanOptions Type0.8992Delta0.0156Gamma31.78Leverage Ratio-0.3431Theta0.0352Rho28.58Eff Leverage0.0765Vega