0.26Open0.37Pre Close100 Volume776 Open Interest8.00Strike Price2.55KTurnover60.31%IV5.91%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4452Delta0.4091Gamma25.97Leverage Ratio-0.0129Theta0.0013Rho11.56Eff Leverage0.0063Vega