0.24Open0.22Pre Close789 Volume2.91K Open Interest5.00Strike Price26.77KTurnover68.34%IV0.37%PremiumDec 27, 2024Expiry Date0.37Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8873Delta0.5870Gamma13.77Leverage Ratio-0.0108Theta0.0003Rho12.22Eff Leverage0.0009Vega