0.07Open0.10Pre Close4 Volume54 Open Interest26.50Strike Price26.00Turnover47.75%IV4.40%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1188Delta0.2283Gamma508.60Leverage Ratio-0.0404Theta0.0002Rho60.42Eff Leverage0.0036Vega