0.02Open0.02Pre Close5 Volume167 Open Interest57.00Strike Price26.00Turnover277.02%IV9.25%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0525Delta0.0387Gamma870.50Leverage Ratio-1.0597Theta0.0000Rho45.68Eff Leverage0.0011Vega