7.96Open8.50Pre Close3 Volume21 Open Interest88.00Strike Price2.39KTurnover33.63%IV1.67%PremiumDec 27, 2024Expiry Date6.60Intrinsic Value100Multiplier4DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type-1.0000Delta0.0097Gamma12.33Leverage Ratio0.0000Theta-0.0003Rho-12.33Eff Leverage0.0002Vega