2.56Open2.15Pre Close10 Volume1.41K Open Interest60.00Strike Price2.56KTurnover32.79%IV2.84%PremiumDec 20, 2024Expiry Date0.83Intrinsic Value100Multiplier20DDays to Expiry1.73Extrinsic Value100Contract SizeAmericanOptions Type0.5975Delta0.0818Gamma25.35Leverage Ratio-0.0492Theta0.0191Rho15.14Eff Leverage0.0558Vega