0.09Open0.04Pre Close645 Volume6.31K Open Interest25.00Strike Price2.51KTurnover26.65%IV2.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1428Delta0.4163Gamma639.00Leverage Ratio-0.0251Theta-0.0002Rho-91.26Eff Leverage0.0046Vega