3.67Open2.18Pre Close5 Volume13 Open Interest225.00Strike Price2.41KTurnover45.03%IV1.60%PremiumNov 22, 2024Expiry Date1.53Intrinsic Value100Multiplier3DDays to Expiry3.58Extrinsic Value100Contract SizeAmericanOptions Type-0.5652Delta0.0428Gamma49.12Leverage Ratio-0.6329Theta-0.0101Rho-27.76Eff Leverage0.0804Vega