2.52Open2.15Pre Close15 Volume273 Open Interest52.50Strike Price2.57KTurnover43.07%IV2.27%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier9DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.5637Delta0.1072Gamma31.12Leverage Ratio-0.0817Theta0.0073Rho17.54Eff Leverage0.0336Vega