0.48Open0.52Pre Close79 Volume706 Open Interest13.00Strike Price2.56KTurnover210.87%IV22.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.2341Delta0.1306Gamma37.41Leverage Ratio-0.0956Theta0.0002Rho8.76Eff Leverage0.0034Vega