0.40Open0.35Pre Close86 Volume406 Open Interest101.00Strike Price2.48KTurnover32.72%IV3.41%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.1691Delta0.0701Gamma341.97Leverage Ratio-0.1101Theta-0.0019Rho-57.81Eff Leverage0.0277Vega