3.69Open5.65Pre Close3.96K Volume17.82K Open Interest138.00Strike Price2.45MTurnover69.11%IV0.61%PremiumJan 17, 2025Expiry Date6.24Intrinsic Value100Multiplier2DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type-0.7900Delta0.0397Gamma18.69Leverage Ratio-0.4465Theta-0.0063Rho-14.77Eff Leverage0.0303Vega