0.02Open0.03Pre Close12 Volume843 Open Interest91.00Strike Price26.00Turnover91.39%IV11.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0130Delta0.0062Gamma3425.33Leverage Ratio-0.0250Theta0.0000Rho-44.57Eff Leverage0.0020Vega