53.00Open61.75Pre Close5 Volume27 Open Interest310.00Strike Price26.50KTurnover110.68%IV0.45%PremiumSep 20, 2024Expiry Date51.36Intrinsic Value100Multiplier1DDays to Expiry1.64Extrinsic Value100Contract SizeAmericanOptions Type0.9861Delta0.0014Gamma7.01Leverage Ratio-0.1692Theta0.0125Rho6.91Eff Leverage0.0082Vega