0.11Open0.19Pre Close475 Volume2.72K Open Interest87.00Strike Price2.50KTurnover52.55%IV5.03%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0434Delta0.0404Gamma2072.13Leverage Ratio-0.1001Theta0.0001Rho89.92Eff Leverage0.0040Vega