0.06Open0.09Pre Close5 Volume169 Open Interest35.00Strike Price26.00Turnover47.63%IV5.32%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0773Delta0.1243Gamma831.75Leverage Ratio-0.0339Theta0.0001Rho64.30Eff Leverage0.0035Vega