26.85Open21.75Pre Close1 Volume187 Open Interest224.00Strike Price2.69KTurnover90.57%IV0.11%PremiumJan 17, 2025Expiry Date26.57Intrinsic Value100Multiplier1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9899Delta0.0022Gamma9.41Leverage Ratio-0.0685Theta0.0064Rho9.32Eff Leverage0.0036Vega