2.75Open2.64Pre Close9 Volume1.34K Open Interest17.50Strike Price2.50KTurnover54.47%IV0.75%PremiumDec 20, 2024Expiry Date2.91Intrinsic Value100Multiplier30DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.8627Delta0.1049Gamma4.83Leverage Ratio-0.0070Theta-0.0084Rho-4.17Eff Leverage0.0091Vega