0.07Open0.05Pre Close656 Volume399 Open Interest3.00Strike Price2.56KTurnover112.61%IV0.16%PremiumDec 13, 2024Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8433Delta3.9517Gamma47.00Leverage Ratio-0.0645Theta0.0000Rho39.64Eff Leverage0.0001Vega