6.80Open11.60Pre Close3.05K Volume2.34K Open Interest457.50Strike Price2.39MTurnover87.43%IV4.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry9.60Extrinsic Value100Contract SizeAmericanOptions Type-0.3224Delta0.0092Gamma48.98Leverage Ratio-2.3057Theta-0.0136Rho-15.79Eff Leverage0.1596Vega