0.05Open0.10Pre Close5 Volume208 Open Interest80.00Strike Price25.00Turnover40.79%IV8.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0375Delta0.0242Gamma1471.80Leverage Ratio-0.0261Theta0.0003Rho55.25Eff Leverage0.0068Vega