0.09Open0.09Pre Close639 Volume1.14K Open Interest192.50Strike Price2.51KTurnover64.54%IV6.25%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0401Delta0.0138Gamma7248.01Leverage Ratio-0.1000Theta0.0002Rho290.75Eff Leverage0.0084Vega