0.01Open0.06Pre Close15 Volume277 Open Interest390.00Strike Price26.00Turnover65.81%IV6.87%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0208Delta0.0034Gamma3641.57Leverage Ratio-0.1150Theta-0.0002Rho-75.79Eff Leverage0.0113Vega