0.44Open0.30Pre Close67 Volume590 Open Interest44.00Strike Price2.40KTurnover31.83%IV0.68%PremiumJan 10, 2025Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5150Delta0.4447Gamma115.66Leverage Ratio-0.1482Theta-0.0009Rho-59.57Eff Leverage0.0112Vega