0.20Open0.23Pre Close535 Volume117 Open Interest13.00Strike Price26.61KTurnover480.98%IV37.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2150Delta0.0863Gamma19.68Leverage Ratio-0.2179Theta0.0001Rho4.23Eff Leverage0.0021Vega