0.02Open0.03Pre Close12 Volume843 Open Interest91.00Strike Price26.00Turnover95.10%IV11.88%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0147Delta0.0066Gamma3441.33Leverage Ratio-0.0300Theta0.0000Rho-50.60Eff Leverage0.0022Vega