0.11Open0.20Pre Close2 Volume127 Open Interest17.50Strike Price26.00Turnover29.02%IV6.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1997Delta0.2153Gamma123.20Leverage Ratio-0.0081Theta-0.0020Rho-24.61Eff Leverage0.0125Vega