2.05Open2.07Pre Close15 Volume66 Open Interest5.50Strike Price2.54KTurnover250.69%IV5.95%PremiumOct 11, 2024Expiry Date1.39Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.9720Delta0.0766Gamma4.92Leverage Ratio-0.0300Theta0.0001Rho4.78Eff Leverage0.0002Vega