2.33Open3.10Pre Close122 Volume284 Open Interest46.00Strike Price26.17KTurnover50.52%IV0.40%PremiumDec 13, 2024Expiry Date1.50Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8176Delta0.1531Gamma28.19Leverage Ratio-0.1255Theta0.0019Rho23.05Eff Leverage0.0091Vega