0.05Open0.04Pre Close508 Volume1.55K Open Interest5.00Strike Price2.54KTurnover67.42%IV17.85%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1646Delta0.4058Gamma85.70Leverage Ratio-0.0047Theta0.0003Rho14.10Eff Leverage0.0022Vega