11.05Open1.77Pre Close36 Volume85 Open Interest113.00Strike Price26.95KTurnover106.87%IV3.64%PremiumOct 11, 2024Expiry Date0.92Intrinsic Value100Multiplier3DDays to Expiry4.08Extrinsic Value100Contract SizeAmericanOptions Type-0.5133Delta0.0370Gamma23.47Leverage Ratio-0.7932Theta-0.0048Rho-12.05Eff Leverage0.0403Vega