2.50Open0.60Pre Close59 Volume60 Open Interest547.50Strike Price25.98KTurnover22.87%IV0.37%PremiumDec 6, 2024Expiry Date2.45Intrinsic Value100Multiplier2DDays to Expiry2.05Extrinsic Value100Contract SizeAmericanOptions Type0.6176Delta0.0432Gamma111.10Leverage Ratio-1.1415Theta0.0165Rho68.62Eff Leverage0.1475Vega