2.25Open2.64Pre Close11 Volume1.50K Open Interest17.50Strike Price2.51KTurnover94.98%IV5.44%PremiumDec 20, 2024Expiry Date1.69Intrinsic Value100Multiplier20DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type-0.6309Delta0.1072Gamma6.45Leverage Ratio-0.0320Theta-0.0060Rho-4.07Eff Leverage0.0140Vega