0.26Open1.00Pre Close1 Volume109 Open Interest110.00Strike Price26.00Turnover32.75%IV6.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1153Delta0.0412Gamma399.96Leverage Ratio-0.0653Theta0.0022Rho46.10Eff Leverage0.0280Vega