0.03Open0.02Pre Close12 Volume99 Open Interest210.00Strike Price26.00Turnover35.41%IV2.56%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0215Delta0.0204Gamma10239.00Leverage Ratio-0.1357Theta0.0001Rho219.99Eff Leverage0.0037Vega