2.35Open2.50Pre Close11 Volume171 Open Interest43.00Strike Price2.49KTurnover87.84%IV0.29%PremiumSep 20, 2024Expiry Date2.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.7376Delta0.0939Gamma17.31Leverage Ratio-0.2180Theta0.0024Rho12.77Eff Leverage0.0129Vega