0.05Open0.07Pre Close5 Volume82 Open Interest51.00Strike Price25.00Turnover31.11%IV3.83%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0607Delta0.0907Gamma1513.71Leverage Ratio-0.0270Theta-0.0002Rho-91.81Eff Leverage0.0051Vega