0.02Open0.03Pre Close12 Volume843 Open Interest91.00Strike Price26.00Turnover93.71%IV11.10%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0127Delta0.0059Gamma4093.60Leverage Ratio-0.0250Theta0.0000Rho-52.13Eff Leverage0.0019Vega