0.05Open0.04Pre Close5 Volume59 Open Interest23.50Strike Price26.00Turnover58.68%IV8.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0865Delta0.1224Gamma432.40Leverage Ratio-0.0250Theta0.0002Rho37.39Eff Leverage0.0035Vega