0.86Open3.15Pre Close76 Volume496 Open Interest66.00Strike Price26.48KTurnover416.93%IV0.14%PremiumJul 5, 2024Expiry Date4.90Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9591Delta0.0297Gamma14.32Leverage Ratio-3.3822Theta0.0001Rho13.74Eff Leverage0.0006Vega