0.60Open0.55Pre Close41 Volume2.83K Open Interest6.00Strike Price2.54KTurnover99.50%IV3.45%PremiumDec 20, 2024Expiry Date0.37Intrinsic Value100Multiplier11DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6681Delta0.3225Gamma9.80Leverage Ratio-0.0185Theta0.0011Rho6.55Eff Leverage0.0041Vega