0.05Open0.04Pre Close820 Volume4.38K Open Interest141.00Strike Price2.49KTurnover74.55%IV11.67%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0120Delta0.0051Gamma5051.60Leverage Ratio-0.0250Theta0.0001Rho60.85Eff Leverage0.0026Vega