7.60Open9.70Pre Close35 Volume98 Open Interest66.00Strike Price26.65KTurnover60.06%IV1.69%PremiumOct 4, 2024Expiry Date6.87Intrinsic Value100Multiplier2DDays to Expiry1.23Extrinsic Value100Contract SizeAmericanOptions Type0.9885Delta0.0093Gamma10.56Leverage Ratio-0.0212Theta0.0035Rho10.44Eff Leverage0.0016Vega