0.04Open0.05Pre Close1.24K Volume7.04K Open Interest27.00Strike Price2.49KTurnover40.54%IV4.73%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0618Delta0.1610Gamma1289.50Leverage Ratio-0.0178Theta0.0001Rho79.65Eff Leverage0.0023Vega