0.15Open0.02Pre Close2.30K Volume3.04K Open Interest31.50Strike Price26.52KTurnover35.77%IV2.20%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2300Delta0.4013Gamma309.20Leverage Ratio-0.0709Theta0.0003Rho71.12Eff Leverage0.0064Vega