0.26Open0.40Pre Close1 Volume17 Open Interest13.00Strike Price26.00Turnover45.16%IV0.16%PremiumSep 20, 2024Expiry Date0.24Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.6538Delta1.1793Gamma42.53Leverage Ratio-0.0688Theta-0.0002Rho-27.81Eff Leverage0.0026Vega