2.67Open4.60Pre Close12 Volume449 Open Interest100.00Strike Price2.50KTurnover344.82%IV0.10%PremiumJul 19, 2024Expiry Date2.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7250Delta0.0959Gamma39.23Leverage Ratio-16.5391Theta0.0001Rho28.44Eff Leverage0.0034Vega