26.85Open21.75Pre Close1 Volume187 Open Interest224.00Strike Price2.69KTurnover75.99%IV0.13%PremiumJan 17, 2025Expiry Date26.52Intrinsic Value100Multiplier1DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.9973Delta0.0008Gamma9.43Leverage Ratio-0.0341Theta0.0063Rho9.40Eff Leverage0.0011Vega