0.20Open0.20Pre Close128 Volume1.31K Open Interest29.00Strike Price2.53KTurnover12.68%IV1.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.3469Delta0.3924Gamma130.05Leverage Ratio-0.0063Theta-0.0057Rho-45.11Eff Leverage0.0277Vega