0.48Open0.60Pre Close423 Volume125 Open Interest79.50Strike Price26.25KTurnover78.72%IV0.55%PremiumNov 22, 2024Expiry Date0.44Intrinsic Value100Multiplier4DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.5457Delta0.0625Gamma28.91Leverage Ratio-0.3707Theta0.0041Rho15.78Eff Leverage0.0319Vega