0.38Open0.40Pre Close45 Volume466 Open Interest25.50Strike Price2.46KTurnover41.22%IV1.41%PremiumDec 13, 2024Expiry Date0.28Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.6360Delta0.4829Gamma53.67Leverage Ratio-0.0790Theta-0.0008Rho-34.13Eff Leverage0.0071Vega