0.24Open0.05Pre Close2 Volume10 Open Interest650.00Strike Price26.00Turnover26.22%IV6.53%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0044Delta0.0009Gamma30509.50Leverage Ratio-0.0178Theta0.0002Rho134.21Eff Leverage0.0073Vega