0.30Open0.21Pre Close1.45K Volume500 Open Interest1.00Strike Price26.04KTurnover396.66%IV12.63%PremiumSep 27, 2024Expiry Date0.05Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.4758Delta1.0878Gamma5.43Leverage Ratio-0.0229Theta-0.0001Rho-2.58Eff Leverage0.0004Vega