0.38Open0.35Pre Close76 Volume196 Open Interest24.00Strike Price2.55KTurnover16.98%IV0.36%PremiumDec 6, 2024Expiry Date0.30Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.8487Delta0.7771Gamma69.72Leverage Ratio-0.0138Theta-0.0009Rho-59.17Eff Leverage0.0043Vega