0.26Open1.00Pre Close1 Volume13 Open Interest10.00Strike Price26.00Turnover49.05%IV0.61%PremiumNov 29, 2024Expiry Date0.20Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6551Delta0.8018Gamma32.67Leverage Ratio-0.0263Theta-0.0006Rho-21.40Eff Leverage0.0035Vega