35.54Open42.56Pre Close8 Volume67 Open Interest255.00Strike Price26.88KTurnover77.63%IV0.36%PremiumSep 27, 2024Expiry Date33.54Intrinsic Value100Multiplier3DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type0.9690Delta0.0036Gamma8.52Leverage Ratio-0.2197Theta0.0187Rho8.25Eff Leverage0.0176Vega