3.42Open4.07Pre Close88 Volume327 Open Interest65.00Strike Price26.71KTurnover49.63%IV0.82%PremiumSep 27, 2024Expiry Date2.46Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.7658Delta0.0841Gamma22.41Leverage Ratio-0.1398Theta0.0058Rho17.16Eff Leverage0.0225Vega