0.01Open0.01Pre Close2.45K Volume37.79K Open Interest9.00Strike Price2.45KTurnover86.54%IV14.34%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0425Delta0.1526Gamma788.00Leverage Ratio-0.0076Theta0.0000Rho33.51Eff Leverage0.0006Vega