3.56Open7.60Pre Close6 Volume37 Open Interest292.50Strike Price2.47KTurnover29.47%IV0.75%PremiumDec 6, 2024Expiry Date1.73Intrinsic Value100Multiplier2DDays to Expiry2.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6033Delta0.0631Gamma86.15Leverage Ratio-0.7190Theta-0.0083Rho-51.98Eff Leverage0.0801Vega