0.55Open0.73Pre Close46 Volume455 Open Interest78.00Strike Price2.47KTurnover29.93%IV1.18%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.4692Delta0.1886Gamma103.71Leverage Ratio-0.1582Theta0.0029Rho48.66Eff Leverage0.0280Vega