0.07Open0.04Pre Close20 Volume31 Open Interest690.00Strike Price26.00Turnover68.09%IV24.37%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0010Delta0.0001Gamma55482.00Leverage Ratio-0.0089Theta0.0001Rho53.20Eff Leverage0.0018Vega