4.74Open2.55Pre Close5 Volume53 Open Interest360.00Strike Price2.37KTurnover20.43%IV0.52%PremiumDec 6, 2024Expiry Date2.90Intrinsic Value100Multiplier1DDays to Expiry1.84Extrinsic Value100Contract SizeAmericanOptions Type-0.7217Delta0.0790Gamma99.19Leverage Ratio-0.6131Theta-0.0078Rho-71.59Eff Leverage0.0702Vega