0.26Open1.05Pre Close1 Volume112 Open Interest640.00Strike Price26.00Turnover66.42%IV8.68%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.0217Delta0.0016Gamma2694.50Leverage Ratio-0.2548Theta-0.0007Rho-58.47Eff Leverage0.0248Vega