3.56Open7.60Pre Close6 Volume37 Open Interest292.50Strike Price2.47KTurnover29.80%IV0.75%PremiumDec 6, 2024Expiry Date1.73Intrinsic Value100Multiplier2DDays to Expiry2.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6035Delta0.0631Gamma86.15Leverage Ratio-0.7392Theta-0.0081Rho-51.99Eff Leverage0.0792Vega