0.45Open0.43Pre Close617 Volume668 Open Interest2.00Strike Price26.18KTurnover221.25%IV18.36%PremiumJan 17, 2025Expiry Date0.07Intrinsic Value100Multiplier19DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.6286Delta0.3559Gamma4.60Leverage Ratio-0.0105Theta0.0005Rho2.89Eff Leverage0.0018Vega