24.55Open28.07Pre Close11 Volume75 Open Interest180.00Strike Price26.88KTurnover84.82%IV6.15%PremiumNov 15, 2024Expiry Date12.47Intrinsic Value100Multiplier22DDays to Expiry11.83Extrinsic Value100Contract SizeAmericanOptions Type0.6685Delta0.0089Gamma8.39Leverage Ratio-0.3422Theta0.0654Rho5.61Eff Leverage0.1737Vega