2.55Open1.63Pre Close10 Volume581 Open Interest15.00Strike Price2.55KTurnover81.53%IV2.35%PremiumDec 20, 2024Expiry Date2.25Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.9410Delta0.0962Gamma5.60Leverage Ratio-0.0111Theta-0.0015Rho-5.27Eff Leverage0.0019Vega