0.60Open1.05Pre Close19 Volume47 Open Interest212.50Strike Price2.59KTurnover29.87%IV0.78%PremiumDec 27, 2024Expiry Date1.00Intrinsic Value100Multiplier2DDays to Expiry1.67Extrinsic Value100Contract SizeAmericanOptions Type0.5898Delta0.0792Gamma84.55Leverage Ratio-0.5207Theta0.0073Rho49.87Eff Leverage0.0639Vega