3.90Open24.85Pre Close134 Volume15 Open Interest21020.00Strike Price26.93KTurnover33.79%IV1.41%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeEuropeanOptions Type0.0050Delta0.0001Gamma118444.86Leverage Ratio-8.8578Theta0.0003Rho594.84Eff Leverage0.0474Vega