5.00Open3.75Pre Close5 Volume8 Open Interest59.00Strike Price2.50KTurnover47.17%IV0.60%PremiumNov 15, 2024Expiry Date4.62Intrinsic Value100Multiplier7DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8871Delta0.0466Gamma12.98Leverage Ratio-0.0627Theta0.0097Rho11.52Eff Leverage0.0167Vega