0.10Open0.15Pre Close3 Volume49 Open Interest4.50Strike Price26.00Turnover50.46%IV15.44%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2117Delta0.5446Gamma65.83Leverage Ratio-0.0031Theta0.0005Rho13.94Eff Leverage0.0031Vega