4.47Open3.43Pre Close3.66K Volume4.18K Open Interest332.50Strike Price2.40MTurnover1067.54%IV-0.28%PremiumNov 29, 2024Expiry Date12.66Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9965Delta0.0023Gamma27.23Leverage Ratio-35.7553Theta0.0000Rho27.14Eff Leverage0.0000Vega