0.01Open0.02Pre Close16 Volume52 Open Interest220.00Strike Price26.00Turnover390.54%IV7.12%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0047Delta0.0021Gamma23686.00Leverage Ratio-2.0761Theta0.0000Rho-111.90Eff Leverage0.0002Vega