8.15Open8.52Pre Close3 Volume95 Open Interest63.00Strike Price2.45KTurnover93.64%IV0.40%PremiumOct 25, 2024Expiry Date7.87Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9057Delta0.0255Gamma8.64Leverage Ratio-0.1517Theta0.0055Rho7.83Eff Leverage0.0118Vega