0.11Open0.19Pre Close474 Volume2.72K Open Interest87.00Strike Price2.49KTurnover52.55%IV5.06%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0434Delta0.0404Gamma2366.71Leverage Ratio-0.1001Theta0.0001Rho102.70Eff Leverage0.0040Vega