4.50Open8.90Pre Close52 Volume32 Open Interest122.00Strike Price26.70KTurnover70.54%IV0.67%PremiumDec 6, 2024Expiry Date8.71Intrinsic Value100Multiplier4DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.8391Delta0.0257Gamma13.62Leverage Ratio-0.3115Theta0.0106Rho11.42Eff Leverage0.0329Vega