0.40Open0.27Pre Close58 Volume360 Open Interest17.00Strike Price2.57KTurnover15.37%IV0.75%PremiumDec 20, 2024Expiry Date0.22Intrinsic Value100Multiplier17DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6794Delta0.6284Gamma45.92Leverage Ratio-0.0075Theta0.0052Rho31.20Eff Leverage0.0133Vega