1.13Open1.17Pre Close247 Volume350 Open Interest51.00Strike Price26.50KTurnover17.80%IV1.09%PremiumOct 18, 2024Expiry Date0.50Intrinsic Value100Multiplier21DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.5637Delta0.1863Gamma46.98Leverage Ratio-0.0170Theta-0.0137Rho-26.48Eff Leverage0.0480Vega