0.07Open0.06Pre Close610 Volume2.29K Open Interest225.00Strike Price2.48KTurnover23.89%IV4.79%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0112Delta0.0057Gamma11814.50Leverage Ratio-0.0165Theta-0.0002Rho-132.30Eff Leverage0.0064Vega