0.34Open0.41Pre Close49 Volume856 Open Interest32.00Strike Price2.57KTurnover26.52%IV2.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.4527Delta0.2236Gamma52.27Leverage Ratio-0.0208Theta-0.0058Rho-23.66Eff Leverage0.0266Vega