0.95Open0.35Pre Close706 Volume2.21K Open Interest6.00Strike Price26.39KTurnover97.04%IV0.78%PremiumSep 27, 2024Expiry Date0.45Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8304Delta0.4940Gamma12.90Leverage Ratio-0.0272Theta0.0003Rho10.71Eff Leverage0.0013Vega