8.15Open7.80Pre Close3 Volume41 Open Interest177.50Strike Price2.45KTurnover43.49%IV1.16%PremiumSep 27, 2024Expiry Date6.02Intrinsic Value100Multiplier3DDays to Expiry2.13Extrinsic Value100Contract SizeAmericanOptions Type0.7790Delta0.0402Gamma25.85Leverage Ratio-0.3790Theta0.0117Rho20.13Eff Leverage0.0504Vega