2.25Open2.10Pre Close12 Volume291 Open Interest10.00Strike Price2.67KTurnover54.81%IV0.16%PremiumDec 20, 2024Expiry Date2.29Intrinsic Value100Multiplier26DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9344Delta0.0713Gamma5.17Leverage Ratio-0.0055Theta0.0064Rho4.83Eff Leverage0.0042Vega