0.26Open0.40Pre Close1 Volume5 Open Interest22.50Strike Price26.00Turnover86.70%IV32.02%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1443Delta0.0588Gamma66.31Leverage Ratio-0.0182Theta0.0015Rho9.57Eff Leverage0.0101Vega