0.25Open0.60Pre Close100 Volume4 Open Interest120.00Strike Price2.50KTurnover35.78%IV12.44%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0720Delta0.0170Gamma427.80Leverage Ratio-0.0345Theta0.0033Rho30.78Eff Leverage0.0308Vega