0.26Open0.37Pre Close100 Volume776 Open Interest8.00Strike Price2.55KTurnover60.06%IV5.91%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4453Delta0.4092Gamma25.97Leverage Ratio-0.0128Theta0.0014Rho11.56Eff Leverage0.0064Vega