1.80Open2.55Pre Close10 Volume416 Open Interest67.50Strike Price2.59KTurnover31.32%IV1.13%PremiumDec 20, 2024Expiry Date2.22Intrinsic Value100Multiplier20DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.6551Delta0.0787Gamma20.72Leverage Ratio-0.0400Theta-0.0203Rho-13.58Eff Leverage0.0559Vega