2.68Open3.04Pre Close9 Volume90 Open Interest49.00Strike Price2.41KTurnover92.05%IV1.43%PremiumOct 11, 2024Expiry Date2.00Intrinsic Value100Multiplier2DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type-0.7298Delta0.1094Gamma18.99Leverage Ratio-0.2995Theta-0.0017Rho-13.86Eff Leverage0.0109Vega