0.25Open0.47Pre Close136 Volume37 Open Interest8.50Strike Price2.45KTurnover94.53%IV6.84%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.2820Delta0.4137Gamma59.47Leverage Ratio-0.0424Theta-0.0002Rho-16.77Eff Leverage0.0029Vega