8.15Open7.80Pre Close3 Volume41 Open Interest177.50Strike Price2.45KTurnover36.71%IV1.26%PremiumSep 27, 2024Expiry Date5.84Intrinsic Value100Multiplier3DDays to Expiry2.31Extrinsic Value100Contract SizeAmericanOptions Type0.8324Delta0.0407Gamma28.42Leverage Ratio-0.2720Theta0.0123Rho23.66Eff Leverage0.0421Vega