2.40Open2.45Pre Close19 Volume735 Open Interest85.00Strike Price4.56KTurnover16.59%IV2.81%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier24DDays to Expiry2.39Extrinsic Value100Contract SizeAmericanOptions Type-0.4715Delta0.1116Gamma62.96Leverage Ratio-0.0259Theta-0.0226Rho-29.68Eff Leverage0.0869Vega