0.35Open0.47Pre Close78 Volume781 Open Interest21.00Strike Price2.45KTurnover37.23%IV0.67%PremiumOct 11, 2024Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6389Delta0.9931Gamma90.70Leverage Ratio-0.0823Theta-0.0003Rho-57.94Eff Leverage0.0038Vega