0.05Open0.08Pre Close3 Volume148 Open Interest330.00Strike Price26.00Turnover40.58%IV9.28%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0151Delta0.0023Gamma4041.11Leverage Ratio-0.0548Theta-0.0006Rho-61.21Eff Leverage0.0155Vega