0.02Open0.04Pre Close13 Volume130 Open Interest8.50Strike Price26.00Turnover80.53%IV8.42%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0764Delta0.2525Gamma463.00Leverage Ratio-0.0159Theta0.0000Rho-35.37Eff Leverage0.0010Vega