0.10Open0.15Pre Close406 Volume1.90K Open Interest7.50Strike Price2.45KTurnover174.27%IV10.72%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1397Delta0.3807Gamma170.25Leverage Ratio-0.0730Theta0.0000Rho23.78Eff Leverage0.0007Vega