0.50Open0.31Pre Close515 Volume2.23K Open Interest30.00Strike Price26.61KTurnover35.38%IV6.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3255Delta0.1546Gamma60.55Leverage Ratio-0.0232Theta0.0047Rho19.71Eff Leverage0.0237Vega