0.26Open1.00Pre Close1 Volume109 Open Interest110.00Strike Price26.00Turnover33.80%IV6.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1152Delta0.0412Gamma399.96Leverage Ratio-0.0693Theta0.0021Rho46.08Eff Leverage0.0271Vega