0.31Open0.45Pre Close57 Volume1.18K Open Interest20.00Strike Price2.55KTurnover56.93%IV2.07%PremiumOct 11, 2024Expiry Date0.05Intrinsic Value100Multiplier3DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.5266Delta0.3836Gamma46.08Leverage Ratio-0.0764Theta0.0008Rho24.26Eff Leverage0.0073Vega