0.06Open0.03Pre Close3 Volume133 Open Interest43.00Strike Price26.00Turnover102.53%IV9.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0884Delta0.0638Gamma393.60Leverage Ratio-0.0976Theta0.0001Rho34.79Eff Leverage0.0039Vega