35.74Open39.65Pre Close6 Volume126 Open Interest265.00Strike Price26.23KTurnover98.48%IV0.89%PremiumDec 6, 2024Expiry Date42.50Intrinsic Value100Multiplier3DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.9605Delta0.0031Gamma7.05Leverage Ratio-0.3477Theta0.0209Rho6.77Eff Leverage0.0240Vega