35.74Open39.65Pre Close6 Volume126 Open Interest265.00Strike Price26.23KTurnover98.48%IV1.08%PremiumDec 6, 2024Expiry Date41.93Intrinsic Value100Multiplier3DDays to Expiry3.32Extrinsic Value100Contract SizeAmericanOptions Type0.9605Delta0.0031Gamma7.14Leverage Ratio-0.3477Theta0.0209Rho6.86Eff Leverage0.0240Vega