0.27Open0.08Pre Close115 Volume170 Open Interest26.50Strike Price2.50KTurnover157.51%IV0.23%PremiumDec 27, 2024Expiry Date0.09Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.4928Delta1.0274Gamma265.90Leverage Ratio-2.5163Theta0.0000Rho131.02Eff Leverage0.0010Vega