0.45Open0.38Pre Close57 Volume3.20K Open Interest13.00Strike Price2.54KTurnover42.63%IV6.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.3483Delta0.2317Gamma33.70Leverage Ratio-0.0100Theta-0.0035Rho-11.74Eff Leverage0.0139Vega