3.00Open4.30Pre Close8 Volume1.86K Open Interest20.00Strike Price2.40KTurnover77.59%IV1.90%PremiumNov 15, 2024Expiry Date2.67Intrinsic Value100Multiplier24DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.7275Delta0.0968Gamma5.50Leverage Ratio-0.0222Theta-0.0086Rho-4.00Eff Leverage0.0149Vega