0.35Open0.47Pre Close78 Volume781 Open Interest21.00Strike Price2.45KTurnover44.08%IV0.67%PremiumOct 11, 2024Expiry Date0.14Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6398Delta0.9945Gamma90.70Leverage Ratio-0.1161Theta-0.0002Rho-58.02Eff Leverage0.0032Vega