0.27Open0.32Pre Close84 Volume3.06K Open Interest155.00Strike Price2.49KTurnover30.91%IV32.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier159DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0162Delta0.0009Gamma768.47Leverage Ratio-0.0055Theta-0.0131Rho-12.44Eff Leverage0.0618Vega