0.70Open0.62Pre Close365 Volume7.04K Open Interest1.00Strike Price26.95KTurnover141.41%IV0.27%PremiumJan 17, 2025Expiry Date0.85Intrinsic Value100Multiplier22DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9734Delta0.0961Gamma2.11Leverage Ratio-0.0010Theta0.0006Rho2.05Eff Leverage0.0003Vega