0.10Open0.22Pre Close2 Volume477 Open Interest82.00Strike Price26.00Turnover45.85%IV7.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0704Delta0.0359Gamma545.71Leverage Ratio-0.0550Theta0.0006Rho38.44Eff Leverage0.0111Vega