12.75Open11.55Pre Close20 Volume1.27K Open Interest450.00Strike Price26.66KTurnover26.16%IV0.50%PremiumOct 18, 2024Expiry Date14.18Intrinsic Value100Multiplier3DDays to Expiry2.32Extrinsic Value100Contract SizeAmericanOptions Type0.8992Delta0.0156Gamma31.74Leverage Ratio-0.3431Theta0.0352Rho28.54Eff Leverage0.0765Vega