0.04Open0.07Pre Close403 Volume456 Open Interest28.50Strike Price2.50KTurnover53.30%IV7.91%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1009Delta0.1181Gamma378.21Leverage Ratio-0.0306Theta0.0003Rho38.18Eff Leverage0.0050Vega