0.10Open0.05Pre Close4 Volume364 Open Interest197.50Strike Price25.00Turnover56.07%IV5.07%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0275Delta0.0132Gamma3760.20Leverage Ratio-0.1879Theta0.0001Rho103.56Eff Leverage0.0054Vega