0.26Open0.27Pre Close1 Volume107 Open Interest34.50Strike Price26.00Turnover22.37%IV2.26%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.2459Delta0.3878Gamma291.92Leverage Ratio-0.0329Theta-0.0009Rho-71.78Eff Leverage0.0114Vega