0.89Open1.22Pre Close51 Volume47 Open Interest131.00Strike Price2.45KTurnover20.81%IV1.33%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.2950Delta0.1497Gamma305.15Leverage Ratio-0.1641Theta0.0028Rho90.03Eff Leverage0.0382Vega