2.44Open2.10Pre Close9 Volume96 Open Interest14.00Strike Price2.45KTurnover124.03%IV3.04%PremiumAug 16, 2024Expiry Date2.48Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.6865Delta0.1024Gamma3.78Leverage Ratio-0.0273Theta-0.0055Rho-2.59Eff Leverage0.0100Vega