0.47Open0.65Pre Close47 Volume233 Open Interest23.00Strike Price2.50KTurnover48.83%IV1.38%PremiumSep 20, 2024Expiry Date0.23Intrinsic Value100Multiplier3DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.6036Delta0.3879Gamma44.25Leverage Ratio-0.0772Theta0.0010Rho26.71Eff Leverage0.0078Vega