0.26Open0.35Pre Close1 Volume38 Open Interest14.00Strike Price26.00Turnover23.43%IV0.65%PremiumJul 19, 2024Expiry Date0.17Intrinsic Value100Multiplier12DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5888Delta0.6506Gamma42.55Leverage Ratio-0.0083Theta-0.0025Rho-25.06Eff Leverage0.0101Vega