3.20Open3.50Pre Close8 Volume52 Open Interest31.00Strike Price2.55KTurnover129.16%IV2.38%PremiumDec 27, 2024Expiry Date2.42Intrinsic Value100Multiplier2DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.7731Delta0.1042Gamma10.30Leverage Ratio-0.1971Theta-0.0014Rho-7.96Eff Leverage0.0068Vega