2.55Open1.63Pre Close10 Volume581 Open Interest15.00Strike Price2.55KTurnover84.77%IV2.35%PremiumDec 20, 2024Expiry Date2.25Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.9416Delta0.0953Gamma5.60Leverage Ratio-0.0119Theta-0.0014Rho-5.28Eff Leverage0.0018Vega