0.38Open0.44Pre Close58 Volume1.85K Open Interest16.00Strike Price2.50KTurnover44.58%IV0.67%PremiumAug 2, 2024Expiry Date0.31Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7216Delta0.5637Gamma39.30Leverage Ratio-0.0458Theta0.0008Rho28.36Eff Leverage0.0045Vega