7.85Open8.10Pre Close3 Volume292 Open Interest190.00Strike Price2.45KTurnover34.75%IV2.62%PremiumNov 15, 2024Expiry Date3.28Intrinsic Value100Multiplier25DDays to Expiry5.06Extrinsic Value100Contract SizeAmericanOptions Type0.6048Delta0.0217Gamma21.24Leverage Ratio-0.1484Theta0.0752Rho12.84Eff Leverage0.1965Vega