2.65Open3.08Pre Close9 Volume509 Open Interest135.00Strike Price2.50KTurnover27.23%IV2.66%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry3.00Extrinsic Value100Contract SizeAmericanOptions Type0.4978Delta0.0491Gamma43.36Leverage Ratio-0.0990Theta0.0314Rho21.58Eff Leverage0.1190Vega