2.55Open2.31Pre Close10 Volume10 Open Interest7.50Strike Price2.55KTurnover60.68%IV0.40%PremiumDec 20, 2024Expiry Date2.51Intrinsic Value100Multiplier25DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9721Delta0.0402Gamma3.48Leverage Ratio-0.0028Theta0.0049Rho3.38Eff Leverage0.0017Vega