0.25Open0.26Pre Close304 Volume400 Open Interest25.00Strike Price2.15KTurnover34.08%IV4.37%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1317Delta0.2528Gamma436.55Leverage Ratio-0.0228Theta0.0003Rho57.49Eff Leverage0.0053Vega