0.05Open0.06Pre Close5 Volume747 Open Interest30.00Strike Price25.00Turnover90.20%IV12.29%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0615Delta0.0628Gamma535.20Leverage Ratio-0.0397Theta0.0001Rho32.92Eff Leverage0.0026Vega