0.26Open0.30Pre Close1 Volume231 Open Interest242.50Strike Price26.00Turnover91.05%IV9.56%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1948Delta0.0126Gamma98.48Leverage Ratio-0.7131Theta0.0048Rho19.18Eff Leverage0.0660Vega