8.15Open7.80Pre Close3 Volume41 Open Interest177.50Strike Price2.45KTurnover50.79%IV1.45%PremiumSep 27, 2024Expiry Date5.50Intrinsic Value100Multiplier3DDays to Expiry2.65Extrinsic Value100Contract SizeAmericanOptions Type0.7472Delta0.0376Gamma27.52Leverage Ratio-0.4846Theta0.0109Rho20.56Eff Leverage0.0535Vega