2.55Open2.60Pre Close10 Volume559 Open Interest35.00Strike Price2.55KTurnover69.64%IV7.10%PremiumNov 15, 2024Expiry Date0.07Intrinsic Value100Multiplier22DDays to Expiry2.48Extrinsic Value100Contract SizeAmericanOptions Type-0.4647Delta0.0659Gamma14.55Leverage Ratio-0.0519Theta-0.0103Rho-6.76Eff Leverage0.0345Vega