0.30Open0.16Pre Close789 Volume1.71K Open Interest6.50Strike Price26.22KTurnover97.78%IV0.33%PremiumNov 8, 2024Expiry Date0.37Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7852Delta0.6741Gamma14.60Leverage Ratio-0.0332Theta-0.0002Rho-11.46Eff Leverage0.0013Vega