0.02Open0.03Pre Close12 Volume843 Open Interest91.00Strike Price26.00Turnover94.65%IV11.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0126Delta0.0058Gamma4096.10Leverage Ratio-0.0250Theta0.0000Rho-51.67Eff Leverage0.0019Vega