0.05Open0.08Pre Close3 Volume148 Open Interest330.00Strike Price26.00Turnover39.83%IV8.94%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0156Delta0.0024Gamma4026.11Leverage Ratio-0.0552Theta-0.0006Rho-62.62Eff Leverage0.0157Vega