0.02Open0.03Pre Close12 Volume843 Open Interest91.00Strike Price26.00Turnover99.99%IV11.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0139Delta0.0059Gamma3427.67Leverage Ratio-0.0300Theta0.0000Rho-47.61Eff Leverage0.0021Vega