0.40Open0.50Pre Close69 Volume644 Open Interest12.50Strike Price2.56KTurnover58.57%IV13.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2027Delta0.1262Gamma51.09Leverage Ratio-0.0114Theta-0.0021Rho-10.36Eff Leverage0.0108Vega