0.01Open0.06Pre Close1.49K Volume6.58K Open Interest7.00Strike Price2.56KTurnover252.93%IV22.73%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0537Delta0.1579Gamma381.33Leverage Ratio-0.0432Theta0.0000Rho20.48Eff Leverage0.0003Vega