0.50Open0.60Pre Close80 Volume122 Open Interest14.50Strike Price2.50KTurnover69.87%IV3.46%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.4454Delta0.4234Gamma47.72Leverage Ratio-0.0642Theta0.0005Rho21.25Eff Leverage0.0053Vega