3.69Open5.65Pre Close3.96K Volume18.11K Open Interest138.00Strike Price2.45MTurnover54.28%IV0.61%PremiumJan 17, 2025Expiry Date6.24Intrinsic Value100Multiplier2DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type-0.8446Delta0.0410Gamma19.74Leverage Ratio-0.2633Theta-0.0067Rho-16.67Eff Leverage0.0258Vega