34.60Open30.11Pre Close8 Volume582 Open Interest570.00Strike Price26.39KTurnover69.88%IV0.57%PremiumJan 17, 2025Expiry Date25.50Intrinsic Value100Multiplier2DDays to Expiry3.11Extrinsic Value100Contract SizeAmericanOptions Type-0.7975Delta0.0100Gamma19.38Leverage Ratio-1.9546Theta-0.0227Rho-15.45Eff Leverage0.1139Vega