5.00Open5.35Pre Close5 Volume64 Open Interest22.50Strike Price2.50KTurnover70.02%IV0.36%PremiumAug 16, 2024Expiry Date4.90Intrinsic Value100Multiplier25DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.8813Delta0.0393Gamma5.17Leverage Ratio-0.0225Theta0.0130Rho4.56Eff Leverage0.0143Vega