0.35Open0.47Pre Close78 Volume781 Open Interest21.00Strike Price2.45KTurnover41.41%IV0.67%PremiumOct 11, 2024Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6395Delta0.9940Gamma90.70Leverage Ratio-0.1023Theta-0.0002Rho-58.00Eff Leverage0.0034Vega