35.74Open39.65Pre Close6 Volume126 Open Interest265.00Strike Price26.23KTurnover101.96%IV0.96%PremiumDec 6, 2024Expiry Date42.29Intrinsic Value100Multiplier3DDays to Expiry2.96Extrinsic Value100Contract SizeAmericanOptions Type0.9574Delta0.0032Gamma7.15Leverage Ratio-0.3845Theta0.0208Rho6.85Eff Leverage0.0255Vega