4.85Open4.37Pre Close5 Volume622 Open Interest53.00Strike Price2.46KTurnover162.87%IV0.35%PremiumNov 29, 2024Expiry Date4.65Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8879Delta0.0463Gamma11.80Leverage Ratio-0.5588Theta0.0009Rho10.48Eff Leverage0.0048Vega