2.57Open2.56Pre Close9 Volume879 Open Interest56.00Strike Price2.53KTurnover61.66%IV0.65%PremiumDec 6, 2024Expiry Date2.86Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.8475Delta0.0935Gamma17.86Leverage Ratio-0.1254Theta-0.0025Rho-15.14Eff Leverage0.0097Vega