0.77Open1.01Pre Close35 Volume507 Open Interest16.00Strike Price2.50KTurnover35.17%IV2.90%PremiumDec 20, 2024Expiry Date0.18Intrinsic Value100Multiplier20DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.5813Delta0.2901Gamma24.89Leverage Ratio-0.0141Theta0.0049Rho14.47Eff Leverage0.0150Vega