3.85Open3.87Pre Close7 Volume2.22K Open Interest75.00Strike Price2.52KTurnover32.60%IV2.31%PremiumDec 20, 2024Expiry Date1.92Intrinsic Value100Multiplier26DDays to Expiry1.78Extrinsic Value100Contract SizeAmericanOptions Type0.6440Delta0.0556Gamma19.98Leverage Ratio-0.0538Theta0.0326Rho12.87Eff Leverage0.0766Vega