0.07Open0.01Pre Close4 Volume193 Open Interest27.00Strike Price26.00Turnover26.28%IV1.61%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.2366Delta0.5763Gamma365.20Leverage Ratio-0.0427Theta-0.0003Rho-86.41Eff Leverage0.0063Vega