0.26Open0.37Pre Close100 Volume876 Open Interest8.00Strike Price2.55KTurnover52.61%IV5.91%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4301Delta0.4681Gamma31.16Leverage Ratio-0.0113Theta0.0013Rho13.40Eff Leverage0.0063Vega