5.25Open6.00Pre Close5 Volume185 Open Interest130.00Strike Price2.45KTurnover26.84%IV2.29%PremiumAug 16, 2024Expiry Date1.78Intrinsic Value100Multiplier25DDays to Expiry3.02Extrinsic Value100Contract SizeAmericanOptions Type0.6096Delta0.0409Gamma26.62Leverage Ratio-0.0815Theta0.0531Rho16.23Eff Leverage0.1342Vega