35.54Open42.56Pre Close8 Volume67 Open Interest255.00Strike Price26.88KTurnover78.30%IV0.36%PremiumSep 27, 2024Expiry Date33.54Intrinsic Value100Multiplier3DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type0.9688Delta0.0036Gamma8.52Leverage Ratio-0.2225Theta0.0184Rho8.25Eff Leverage0.0175Vega