0.60Open1.05Pre Close19 Volume47 Open Interest212.50Strike Price2.59KTurnover26.78%IV0.78%PremiumDec 27, 2024Expiry Date1.00Intrinsic Value100Multiplier2DDays to Expiry1.67Extrinsic Value100Contract SizeAmericanOptions Type0.5911Delta0.0795Gamma84.55Leverage Ratio-0.4104Theta0.0090Rho49.98Eff Leverage0.0709Vega