0.15Open0.20Pre Close164 Volume351 Open Interest19.00Strike Price2.51KTurnover70.70%IV8.14%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1792Delta0.1964Gamma141.44Leverage Ratio-0.0423Theta0.0003Rho25.35Eff Leverage0.0049Vega