0.04Open0.06Pre Close1.13K Volume5.75K Open Interest18.00Strike Price2.54KTurnover69.86%IV8.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0363Delta0.0781Gamma1314.09Leverage Ratio-0.0136Theta0.0000Rho-47.69Eff Leverage0.0012Vega