0.90Open0.70Pre Close25 Volume851 Open Interest55.00Strike Price2.50KTurnover19.33%IV2.81%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.4570Delta0.1406Gamma57.28Leverage Ratio-0.0248Theta0.0172Rho26.18Eff Leverage0.0579Vega